+189.0%
LMT vs VUG
+419.9%
-230.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -0.5% | -1.9% | +1.3% | +0.1% |
| 30D | -10.8% | -1.6% | -9.2% | -10.3% |
| 3M | +1.6% | +4.4% | -2.8% | -0.2% |
| 6M | -17.6% | +13.2% | -30.8% | -21.5% |
| YTD | +11.6% | +7.5% | +4.1% | +8.1% |
| 1Y | +17.2% | +12.5% | +4.8% | +11.6% |
| 3Y | +35.7% | +86.0% | -50.2% | +2.7% |
| 5Y | +75.2% | +76.5% | -1.3% | +33.3% |
| All | +189.0% | +419.9% | -230.9% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling