+185.8%
LMT vs VEEV
+556.2%
-370.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | -0.2% | -4.6% | +4.4% | +0.2% |
| 30D | -13.1% | +8.6% | -21.7% | -13.9% |
| 3M | -3.9% | +62.4% | -66.3% | -8.6% |
| 6M | -18.3% | +40.3% | -58.5% | -21.4% |
| YTD | +10.3% | +17.5% | -7.2% | +7.9% |
| 1Y | +14.2% | -6.1% | +20.3% | +14.2% |
| 3Y | +35.0% | +16.7% | +18.3% | +30.0% |
| 5Y | +73.2% | -13.3% | +86.6% | +71.8% |
| All | +185.8% | +556.2% | -370.4% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VEEV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling