+12,808.2%
LMT vs VMC
+3,457.0%
+9,351.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.2% |
| 7D | +5.1% | -1.3% | +6.4% | +5.4% |
| 30D | +14.1% | +15.5% | -1.3% | +10.6% |
| 3M | +0.3% | +0.6% | -0.3% | 0.0% |
| 6M | +16.1% | +2.1% | +14.0% | +15.0% |
| YTD | +25.5% | -1.6% | +27.0% | +24.8% |
| 1Y | +34.1% | -1.2% | +35.3% | +33.3% |
| 3Y | +45.1% | +35.3% | +9.8% | +33.1% |
| 5Y | +100.9% | +43.6% | +57.4% | +79.1% |
| 10Y | +199.4% | +126.7% | +72.7% | +131.5% |
| All | +12,808.2% | +3,457.0% | +9,351.2% | +5,454.2% |
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