+22.6%
LMT vs VIK
+221.3%
-198.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.1% |
| 7D | -0.5% | -1.8% | +1.3% | -0.5% |
| 30D | -10.8% | -17.3% | +6.5% | -10.6% |
| 3M | +1.6% | -5.1% | +6.6% | +1.4% |
| 6M | -17.6% | +16.2% | -33.8% | -18.0% |
| YTD | +11.6% | +17.6% | -6.1% | +10.7% |
| 1Y | +17.2% | +33.5% | -16.3% | +15.8% |
| All | +22.6% | +221.3% | -198.7% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 5y: compounded portfolio wealth divided by compounded VIK 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…
5y analysis · Full analysis span regression · 6 months rolling