+1,158.1%
LMT vs VIG
+617.8%
+540.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.7% |
| 7D | -1.5% | -0.4% | -1.1% | -1.2% |
| 30D | -8.2% | -2.1% | -6.2% | -6.7% |
| 3M | +3.7% | +3.3% | +0.4% | +1.1% |
| 6M | -19.2% | +9.3% | -28.4% | -24.8% |
| YTD | +12.9% | +10.1% | +2.7% | +4.4% |
| 1Y | +19.8% | +14.7% | +5.1% | +7.1% |
| 3Y | +37.3% | +56.9% | -19.7% | -5.9% |
| 5Y | +74.4% | +62.9% | +11.5% | +13.4% |
| 10Y | +188.9% | +241.3% | -52.4% | +1.3% |
| All | +1,158.1% | +617.8% | +540.3% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VIG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling