+1,661.2%
LMT vs VNQ
+386.3%
+1,275.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -0.2% | -1.3% | +1.1% | +0.2% |
| 30D | -13.1% | -2.6% | -10.5% | -12.3% |
| 3M | -3.9% | -2.0% | -1.8% | -3.3% |
| 6M | -18.3% | +4.3% | -22.6% | -19.5% |
| YTD | +10.3% | +9.2% | +1.1% | +7.0% |
| 1Y | +14.2% | +5.6% | +8.6% | +11.9% |
| 3Y | +35.0% | +30.8% | +4.1% | +21.9% |
| 5Y | +73.2% | +8.0% | +65.3% | +64.8% |
| 10Y | +186.8% | +63.7% | +123.1% | +135.8% |
| All | +1,661.2% | +386.3% | +1,275.0% | +877.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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