+1,298.7%
LMT vs VIG
+655.8%
+642.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +5.1% | +3.5% | +1.6% | +2.4% |
| 30D | +14.1% | +4.9% | +9.2% | +9.8% |
| 3M | +0.3% | +2.5% | -2.2% | -1.8% |
| 6M | +16.1% | +11.0% | +5.1% | +6.8% |
| YTD | +25.5% | +16.0% | +9.5% | +11.3% |
| 1Y | +34.1% | +17.5% | +16.6% | +17.7% |
| 3Y | +45.1% | +67.0% | -21.9% | -5.4% |
| 5Y | +100.9% | +64.8% | +36.2% | +29.8% |
| 10Y | +199.4% | +263.6% | -64.2% | -0.2% |
| All | +1,298.7% | +655.8% | +642.9% | +150.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling