+11,275.8%
LMT vs VMC
+3,246.6%
+8,029.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.6% |
| 7D | -6.3% | -4.3% | -1.9% | -5.4% |
| 30D | -8.5% | -8.2% | -0.2% | -6.9% |
| 3M | +1.8% | -7.0% | +8.9% | +3.1% |
| 6M | -19.9% | -10.8% | -9.2% | -18.5% |
| YTD | +10.6% | -7.4% | +18.0% | +11.6% |
| 1Y | +17.9% | -9.5% | +27.4% | +19.5% |
| 3Y | +27.0% | +20.5% | +6.5% | +19.4% |
| 5Y | +68.7% | +51.6% | +17.1% | +48.5% |
| 10Y | +181.1% | +150.0% | +31.0% | +112.9% |
| All | +11,275.8% | +3,246.6% | +8,029.2% | +4,866.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling