+185.8%
LMT vs VMC
+156.6%
+29.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -0.2% | -3.8% | +3.6% | +0.6% |
| 30D | -13.1% | -9.7% | -3.4% | -11.2% |
| 3M | -3.9% | -9.6% | +5.8% | -2.1% |
| 6M | -18.3% | -4.8% | -13.4% | -17.9% |
| YTD | +10.3% | -10.9% | +21.2% | +12.3% |
| 1Y | +14.2% | -15.6% | +29.8% | +17.6% |
| 3Y | +35.0% | +19.3% | +15.7% | +26.4% |
| 5Y | +73.2% | +48.0% | +25.2% | +50.7% |
| All | +185.8% | +156.6% | +29.2% | +113.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling