+71.8%
LMT vs VO
+42.2%
+29.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | -12.5% | -1.9% | -10.6% | -12.1% |
| 3M | -0.5% | +3.3% | -3.7% | -1.3% |
| 6M | -20.0% | +9.7% | -29.7% | -22.1% |
| YTD | +10.4% | +12.6% | -2.2% | +6.8% |
| 1Y | +17.7% | +13.6% | +4.1% | +13.6% |
| 3Y | +34.3% | +56.8% | -22.5% | +18.4% |
| 5Y | +71.8% | +42.3% | +29.5% | +49.8% |
| All | +71.8% | +42.2% | +29.6% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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