+35.0%
LMT vs VTR
+132.9%
-97.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.5% |
| 6M | -18.3% | +6.2% | -24.4% | -19.5% |
| YTD | +10.3% | +17.7% | -7.4% | +6.4% |
| 1Y | +14.2% | +32.9% | -18.7% | +7.4% |
| 3Y | +35.0% | +129.7% | -94.7% | +16.6% |
| All | +35.0% | +132.9% | -97.9% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling