+5,428.3%
LMT vs VIAV
+3,306.1%
+2,122.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.3% |
| 7D | -0.2% | +11.2% | -11.4% | -0.8% |
| 30D | -13.1% | -10.1% | -3.0% | -12.7% |
| 3M | -3.9% | -22.9% | +19.0% | -3.1% |
| 6M | -18.3% | +28.8% | -47.0% | -20.3% |
| YTD | +10.3% | +117.5% | -107.1% | +4.2% |
| 1Y | +14.2% | +216.1% | -201.8% | +5.5% |
| 3Y | +35.0% | +292.2% | -257.2% | +22.1% |
| 5Y | +73.2% | +141.0% | -67.7% | +60.1% |
| 10Y | +186.8% | +414.6% | -227.8% | +153.6% |
| All | +5,428.3% | +3,306.1% | +2,122.2% | +3,600.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling