+103.7%
LMT vs VFC
-68.8%
+172.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -1.0% |
| 7D | +4.8% | -1.4% | +6.3% | +4.8% |
| 30D | +19.9% | +24.6% | -4.8% | +19.9% |
| 3M | +0.2% | +38.4% | -38.3% | +0.2% |
| 6M | +17.4% | +15.3% | +2.1% | +17.5% |
| YTD | +27.2% | +12.7% | +14.4% | +27.3% |
| 1Y | +35.6% | +32.7% | +2.9% | +35.9% |
| 3Y | +47.1% | +43.7% | +3.4% | +46.4% |
| 5Y | +103.7% | -69.2% | +172.8% | +106.0% |
| All | +103.7% | -68.8% | +172.5% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling