+11,275.8%
LMT vs VFC
+845.1%
+10,430.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.8% |
| 7D | -6.3% | -1.6% | -4.7% | -6.0% |
| 30D | -8.5% | -11.6% | +3.1% | -6.8% |
| 3M | +1.8% | -18.1% | +19.9% | +4.3% |
| 6M | -19.9% | -27.4% | +7.4% | -16.8% |
| YTD | +10.6% | -24.8% | +35.4% | +14.1% |
| 1Y | +17.9% | -8.2% | +26.2% | +16.9% |
| 3Y | +27.0% | -29.1% | +56.1% | +20.4% |
| 5Y | +68.7% | -79.2% | +147.8% | +99.8% |
| 10Y | +181.1% | -68.1% | +249.2% | +193.1% |
| All | +11,275.8% | +845.1% | +10,430.7% | +6,325.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling