+880.7%
LMT vs VEU
+190.9%
+689.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | -1.5% | +1.7% | -3.2% | -2.4% |
| 30D | -8.2% | +1.0% | -9.2% | -8.8% |
| 3M | +3.7% | +5.6% | -1.9% | +0.6% |
| 6M | -19.2% | +13.7% | -32.8% | -24.8% |
| YTD | +12.9% | +17.7% | -4.9% | +3.0% |
| 1Y | +19.8% | +25.8% | -6.0% | +5.7% |
| 3Y | +37.3% | +77.1% | -39.8% | +0.2% |
| 5Y | +74.4% | +57.1% | +17.2% | +33.3% |
| 10Y | +188.9% | +149.8% | +39.1% | +71.1% |
| All | +880.7% | +190.9% | +689.8% | +356.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling