+17.2%
LMT vs VFC
-14.7%
+32.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.1% |
| 7D | -0.5% | -3.3% | +2.8% | -0.5% |
| 30D | -10.8% | -14.0% | +3.2% | -10.6% |
| 3M | +1.6% | -22.6% | +24.2% | +2.0% |
| 6M | -17.6% | -24.7% | +7.2% | -16.8% |
| YTD | +11.6% | -29.0% | +40.6% | +12.6% |
| 1Y | +17.2% | -13.8% | +31.0% | +21.6% |
| All | +17.2% | -14.7% | +32.0% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling