+190.4%
LMT vs VFC
-48.6%
+239.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.6% | -1.6% |
| 7D | +5.1% | +1.6% | +3.5% | +4.9% |
| 30D | +14.1% | +25.5% | -11.4% | +11.6% |
| 3M | +0.3% | +41.3% | -41.0% | -3.1% |
| 6M | +16.1% | +22.2% | -6.1% | +13.3% |
| YTD | +25.5% | +16.4% | +9.1% | +22.6% |
| 1Y | +34.1% | +38.4% | -4.3% | +28.6% |
| 3Y | +45.1% | +56.2% | -11.1% | +26.6% |
| 5Y | +100.9% | -68.2% | +169.1% | +149.5% |
| All | +190.4% | -48.6% | +239.0% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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