+99.9%
LMT vs VUG
+62.0%
+37.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | +5.1% | +2.5% | +2.6% | +5.0% |
| 30D | +14.1% | -6.3% | +20.4% | +14.5% |
| 3M | +0.3% | -6.0% | +6.3% | +0.5% |
| 6M | +16.1% | -3.5% | +19.6% | +16.2% |
| YTD | +25.5% | +3.9% | +21.5% | +24.7% |
| 1Y | +34.1% | +5.1% | +29.0% | +33.2% |
| 3Y | +45.1% | +77.9% | -32.8% | +35.3% |
| All | +99.9% | +62.0% | +37.8% | +79.9% |
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 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