+41.8%
LMT vs VLTO
+27.2%
+14.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | -6.3% | -2.3% | -4.0% | -5.9% |
| 30D | -8.5% | -0.9% | -7.6% | -8.4% |
| 3M | +1.8% | +13.8% | -12.0% | -0.6% |
| 6M | -19.9% | +2.0% | -21.9% | -20.4% |
| YTD | +10.6% | -3.2% | +13.8% | +10.7% |
| 1Y | +17.9% | -9.2% | +27.1% | +19.2% |
| All | +41.8% | +27.2% | +14.6% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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