+35.0%
LMT vs VIAV
+293.0%
-258.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.2% |
| 7D | -0.2% | +11.2% | -11.4% | -0.4% |
| 30D | -13.1% | -10.1% | -3.0% | -13.0% |
| 3M | -3.9% | -22.9% | +19.0% | -3.7% |
| 6M | -18.3% | +28.8% | -47.0% | -20.3% |
| YTD | +10.3% | +117.5% | -107.1% | +5.2% |
| 1Y | +14.2% | +216.1% | -201.8% | +7.7% |
| 3Y | +35.0% | +292.2% | -257.2% | +34.6% |
| All | +35.0% | +293.0% | -258.0% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 3y: compounded portfolio wealth divided by compounded VIAV 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…
3y analysis · Full analysis span regression · 6 months rolling