+894.3%
LMT vs VT
+346.0%
+548.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -11.0% | -2.3% | -8.7% | -9.9% |
| 30D | +13.6% | -5.0% | +18.5% | +16.7% |
| 3M | -2.1% | -4.9% | +2.8% | +0.4% |
| 6M | +11.7% | -1.5% | +13.2% | +11.9% |
| YTD | +19.4% | +8.5% | +10.9% | +12.8% |
| 1Y | +24.1% | +11.4% | +12.7% | +15.3% |
| 3Y | +36.2% | +70.1% | -33.9% | -3.2% |
| 5Y | +90.7% | +53.7% | +37.0% | +41.5% |
| 10Y | +212.5% | +220.0% | -7.5% | +46.3% |
| All | +894.3% | +346.0% | +548.3% | +260.6% |
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