+58.8%
LMT vs VLTO
+56.1%
+2.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | -8.5% | +2.0% | -10.6% | -8.9% |
| 30D | +15.4% | +21.8% | -6.4% | +11.6% |
| 3M | +0.7% | +20.2% | -19.6% | -2.5% |
| 6M | +17.6% | +36.3% | -18.7% | +11.3% |
| YTD | +23.8% | +18.8% | +5.0% | +19.7% |
| 1Y | +31.6% | +20.4% | +11.2% | +26.9% |
| 3Y | +44.0% | +71.9% | -27.9% | +40.9% |
| All | +58.8% | +56.1% | +2.6% | +51.3% |
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