+185.8%
LMT vs VFC
-69.1%
+254.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.5% |
| 7D | -0.2% | -1.4% | +1.2% | -0.1% |
| 30D | -13.1% | -9.0% | -4.1% | -12.3% |
| 3M | -3.9% | -24.2% | +20.3% | -1.6% |
| 6M | -18.3% | -18.5% | +0.2% | -17.1% |
| YTD | +10.3% | -25.9% | +36.2% | +12.7% |
| 1Y | +14.2% | -13.0% | +27.2% | +14.2% |
| 3Y | +35.0% | -20.3% | +55.3% | +27.1% |
| 5Y | +73.2% | -78.1% | +151.3% | +118.3% |
| All | +185.8% | -69.1% | +254.9% | +210.8% |
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