+34.1%
LMT vs VUG
+3.5%
+30.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.5% |
| 7D | +5.1% | +2.5% | +2.6% | +5.5% |
| 30D | +14.1% | -6.3% | +20.4% | +12.7% |
| 3M | +0.3% | -6.0% | +6.3% | -1.0% |
| 6M | +16.1% | -3.5% | +19.6% | +15.3% |
| YTD | +25.5% | +3.9% | +21.5% | +22.9% |
| 1Y | +34.1% | +5.1% | +29.0% | +31.9% |
| All | +34.1% | +3.5% | +30.6% | +31.9% |
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