+821.0%
LMT vs VT
+374.2%
+446.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -6.3% | +0.4% | -6.7% | -6.5% |
| 30D | -8.5% | +1.0% | -9.5% | -9.0% |
| 3M | +1.8% | +2.4% | -0.6% | +0.2% |
| 6M | -19.9% | +12.0% | -31.9% | -25.5% |
| YTD | +10.6% | +15.3% | -4.8% | +1.2% |
| 1Y | +17.9% | +22.6% | -4.6% | +4.0% |
| 3Y | +27.0% | +74.7% | -47.7% | -10.8% |
| 5Y | +68.7% | +66.1% | +2.5% | +19.8% |
| 10Y | +181.1% | +225.0% | -43.9% | +30.8% |
| All | +821.0% | +374.2% | +446.8% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling