+1,926.6%
LMT vs VO
+827.2%
+1,099.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -6.3% | -0.3% | -6.0% | -6.1% |
| 30D | -8.5% | -0.3% | -8.2% | -8.3% |
| 3M | +1.8% | +2.9% | -1.1% | +0.1% |
| 6M | -19.9% | +9.3% | -29.3% | -24.1% |
| YTD | +10.6% | +14.2% | -3.6% | +2.3% |
| 1Y | +17.9% | +15.3% | +2.7% | +8.4% |
| 3Y | +27.0% | +56.2% | -29.3% | -3.5% |
| 5Y | +68.7% | +42.4% | +26.2% | +32.0% |
| 10Y | +181.1% | +194.7% | -13.7% | +39.8% |
| All | +1,926.6% | +827.2% | +1,099.4% | +412.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling