+185.8%
LMT vs VIG
+250.0%
-64.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.7% |
| 7D | -0.2% | -1.1% | +0.9% | +0.6% |
| 30D | -13.1% | -2.7% | -10.3% | -11.3% |
| 3M | -3.9% | +2.5% | -6.4% | -5.7% |
| 6M | -18.3% | +9.2% | -27.5% | -23.6% |
| YTD | +10.3% | +9.8% | +0.5% | +2.6% |
| 1Y | +14.2% | +12.4% | +1.8% | +4.3% |
| 3Y | +35.0% | +55.9% | -20.9% | -6.1% |
| 5Y | +73.2% | +63.9% | +9.3% | +12.9% |
| All | +185.8% | +250.0% | -64.2% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling