+25.9%
LMT vs VUG
+4.9%
+21.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.5% | -8.4% | -6.5% |
| 7D | -5.5% | -3.0% | -2.5% | -6.0% |
| 30D | +17.5% | -6.4% | +23.9% | +16.2% |
| 3M | +1.6% | -3.2% | +4.8% | +0.9% |
| 6M | +16.3% | +3.1% | +13.2% | +16.1% |
| YTD | +25.3% | +6.3% | +19.0% | +23.4% |
| 1Y | +25.9% | +5.2% | +20.7% | +23.8% |
| All | +25.9% | +4.9% | +21.0% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling