+1,926.6%
LMT vs VUG
+1,251.8%
+674.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.2% |
| 7D | -6.3% | -0.1% | -6.2% | -6.2% |
| 30D | -8.5% | -0.3% | -8.2% | -8.4% |
| 3M | +1.8% | -0.7% | +2.5% | +1.7% |
| 6M | -19.9% | +14.6% | -34.6% | -26.1% |
| YTD | +10.6% | +9.0% | +1.5% | +4.7% |
| 1Y | +17.9% | +14.9% | +3.1% | +8.3% |
| 3Y | +27.0% | +86.0% | -59.1% | -14.1% |
| 5Y | +68.7% | +76.7% | -8.0% | +12.7% |
| 10Y | +181.1% | +411.3% | -230.2% | -12.9% |
| All | +1,926.6% | +1,251.8% | +674.8% | +205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling