+73.0%
LMT vs VWO
+34.0%
+39.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | -0.2% | -1.8% | +1.6% | -0.2% |
| 30D | -13.1% | -0.1% | -13.0% | -13.1% |
| 3M | -3.9% | +2.2% | -6.1% | -4.0% |
| 6M | -18.3% | +8.8% | -27.0% | -18.7% |
| YTD | +10.3% | +12.4% | -2.1% | +9.4% |
| 1Y | +14.2% | +15.6% | -1.3% | +13.1% |
| 3Y | +35.0% | +62.5% | -27.5% | +31.0% |
| All | +73.0% | +34.0% | +39.0% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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