+73.0%
LMT vs VRSK
-11.8%
+84.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.2% | -5.2% | +5.0% | +0.6% |
| 30D | -13.1% | -2.3% | -10.8% | -12.9% |
| 3M | -3.9% | -2.9% | -0.9% | -3.9% |
| 6M | -18.3% | -12.8% | -5.5% | -16.8% |
| YTD | +10.3% | -20.8% | +31.2% | +14.4% |
| 1Y | +14.2% | -33.2% | +47.5% | +22.4% |
| 3Y | +35.0% | -26.6% | +61.6% | +42.3% |
| All | +73.0% | -11.8% | +84.8% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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