+185.8%
LMT vs VTR
+99.2%
+86.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -13.1% | +1.1% | -14.2% | -13.3% |
| 3M | -3.9% | +7.9% | -11.8% | -5.4% |
| 6M | -18.3% | +6.2% | -24.4% | -19.4% |
| YTD | +10.3% | +17.7% | -7.4% | +6.7% |
| 1Y | +14.2% | +32.9% | -18.7% | +7.9% |
| 3Y | +35.0% | +129.7% | -94.7% | +14.6% |
| 5Y | +73.2% | +89.3% | -16.1% | +50.2% |
| All | +185.8% | +99.2% | +86.6% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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