+202.1%
LMT vs VT
+223.7%
-21.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +2.3% |
| 7D | -8.5% | +0.4% | -8.9% | -8.8% |
| 30D | +15.4% | -2.6% | +18.0% | +16.9% |
| 3M | +0.7% | -3.2% | +3.9% | +2.2% |
| 6M | +17.6% | +0.9% | +16.7% | +16.3% |
| YTD | +23.8% | +11.3% | +12.5% | +15.5% |
| 1Y | +31.6% | +14.0% | +17.6% | +21.0% |
| 3Y | +44.0% | +75.8% | -31.8% | -0.2% |
| 5Y | +98.8% | +57.8% | +41.0% | +46.2% |
| 10Y | +202.1% | +219.8% | -17.7% | +41.0% |
| All | +202.1% | +223.7% | -21.5% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling