+11,380.6%
LMT vs VTRS
+548.0%
+10,832.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -0.5% | -3.3% | +2.8% | -0.2% |
| 30D | -10.8% | +1.4% | -12.1% | -10.9% |
| 3M | +1.6% | +4.6% | -3.1% | +1.0% |
| 6M | -17.6% | +18.1% | -35.6% | -19.2% |
| YTD | +11.6% | +34.7% | -23.1% | +7.8% |
| 1Y | +17.2% | +65.6% | -48.4% | +10.6% |
| 3Y | +35.7% | +83.8% | -48.1% | +25.2% |
| 5Y | +75.2% | +46.5% | +28.7% | +63.2% |
| 10Y | +190.1% | -48.6% | +238.7% | +191.7% |
| All | +11,380.6% | +548.0% | +10,832.6% | +8,156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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