+17.9%
LMT vs VMC
-8.5%
+26.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.6% |
| 7D | -6.3% | -4.3% | -1.9% | -5.6% |
| 30D | -8.5% | -8.2% | -0.2% | -7.3% |
| 3M | +1.8% | -7.0% | +8.9% | +2.6% |
| 6M | -19.9% | -10.8% | -9.2% | -18.2% |
| YTD | +10.6% | -7.4% | +18.0% | +10.5% |
| 1Y | +17.9% | -9.5% | +27.4% | +19.3% |
| All | +17.9% | -8.5% | +26.5% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling