+37.3%
LMT vs VUG
+88.1%
-50.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.1% |
| 7D | -1.5% | +0.9% | -2.4% | -1.5% |
| 30D | -8.2% | -1.4% | -6.8% | -8.3% |
| 3M | +3.7% | +2.3% | +1.4% | +3.8% |
| 6M | -19.2% | +15.7% | -34.8% | -19.3% |
| YTD | +12.9% | +8.6% | +4.2% | +12.7% |
| 1Y | +19.8% | +14.1% | +5.7% | +19.5% |
| 3Y | +37.3% | +87.9% | -50.6% | +33.2% |
| All | +37.3% | +88.1% | -50.8% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling