+1,080.9%
LMT vs VIVK
-100.0%
+1,180.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.3% | +4.2% | -2.2% |
| 7D | -1.3% | -7.9% | +6.6% | -1.3% |
| 30D | -12.5% | -42.0% | +29.4% | -12.5% |
| 3M | -0.5% | -92.5% | +92.0% | -0.4% |
| 6M | -20.0% | -98.0% | +78.0% | -20.0% |
| YTD | +10.4% | -97.9% | +108.3% | +10.4% |
| 1Y | +17.7% | -100.0% | +117.7% | +17.8% |
| 3Y | +34.3% | -100.0% | +134.3% | +34.4% |
| 5Y | +71.8% | -100.0% | +171.8% | +71.9% |
| 10Y | +187.0% | -100.0% | +287.0% | +187.9% |
| All | +1,080.9% | -100.0% | +1,180.9% | +1,126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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