+58.5%
LMT vs VSXY
+37.7%
+20.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -2.2% |
| 7D | -1.3% | -10.7% | +9.4% | -1.3% |
| 30D | -12.5% | -24.3% | +11.7% | -12.5% |
| 3M | -0.5% | +1.0% | -1.5% | -0.5% |
| 6M | -20.0% | +57.4% | -77.4% | -20.3% |
| YTD | +10.4% | +39.8% | -29.4% | +10.1% |
| 1Y | +17.7% | +196.5% | -178.8% | +16.9% |
| 3Y | +34.3% | +357.2% | -323.0% | +31.7% |
| 5Y | +71.8% | +18.9% | +52.9% | +67.9% |
| All | +58.5% | +37.7% | +20.9% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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