+11,275.8%
LMT vs VSH
+1,674.8%
+9,601.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.9% | -1.8% |
| 7D | -6.3% | +4.1% | -10.3% | -6.6% |
| 30D | -8.5% | -4.2% | -4.3% | -8.3% |
| 3M | +1.8% | -50.0% | +51.8% | +7.3% |
| 6M | -19.9% | +80.2% | -100.1% | -25.7% |
| YTD | +10.6% | +121.1% | -110.5% | +0.6% |
| 1Y | +17.9% | +112.0% | -94.0% | +7.4% |
| 3Y | +27.0% | +22.5% | +4.4% | +19.4% |
| 5Y | +68.7% | +64.0% | +4.6% | +52.5% |
| 10Y | +181.1% | +170.4% | +10.7% | +138.1% |
| All | +11,275.8% | +1,674.8% | +9,601.0% | +7,494.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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