+75.2%
LMT vs VEU
+53.0%
+22.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | -0.5% | -1.9% | +1.4% | -0.3% |
| 30D | -10.8% | -0.7% | -10.0% | -10.7% |
| 3M | +1.6% | +4.9% | -3.3% | +0.6% |
| 6M | -17.6% | +9.8% | -27.4% | -19.1% |
| YTD | +11.6% | +15.3% | -3.7% | +8.4% |
| 1Y | +17.2% | +23.0% | -5.8% | +12.6% |
| 3Y | +35.7% | +73.5% | -37.8% | +22.4% |
| 5Y | +75.2% | +54.5% | +20.7% | +54.7% |
| All | +75.2% | +53.0% | +22.2% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling