+71.8%
LMT vs VUG
+75.3%
-3.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -12.5% | -1.7% | -10.8% | -12.4% |
| 3M | -0.5% | +2.8% | -3.3% | -0.7% |
| 6M | -20.0% | +13.6% | -33.6% | -20.9% |
| YTD | +10.4% | +8.1% | +2.3% | +9.6% |
| 1Y | +17.7% | +13.1% | +4.6% | +16.3% |
| 3Y | +34.3% | +87.0% | -52.7% | +24.4% |
| 5Y | +71.8% | +76.0% | -4.2% | +54.1% |
| All | +71.8% | +75.3% | -3.5% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling