+71.8%
LMT vs VMC
+48.3%
+23.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.8% |
| 7D | -1.3% | -5.3% | +4.0% | -0.6% |
| 30D | -12.5% | -12.3% | -0.2% | -11.0% |
| 3M | -0.5% | -10.3% | +9.8% | +0.8% |
| 6M | -20.0% | -8.6% | -11.5% | -19.4% |
| YTD | +10.4% | -11.9% | +22.3% | +11.9% |
| 1Y | +17.7% | -13.9% | +31.6% | +19.6% |
| 3Y | +34.3% | +18.2% | +16.1% | +29.9% |
| 5Y | +71.8% | +47.7% | +24.1% | +56.3% |
| All | +71.8% | +48.3% | +23.6% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling