+189.0%
LMT vs VXUS
+148.6%
+40.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.7% |
| 7D | -0.5% | -1.9% | +1.4% | +0.4% |
| 30D | -10.8% | -0.7% | -10.0% | -10.5% |
| 3M | +1.6% | +4.9% | -3.3% | -1.1% |
| 6M | -17.6% | +9.7% | -27.2% | -21.9% |
| YTD | +11.6% | +15.0% | -3.4% | +3.0% |
| 1Y | +17.2% | +22.4% | -5.2% | +4.7% |
| 3Y | +35.7% | +72.2% | -36.5% | -0.9% |
| 5Y | +75.2% | +52.6% | +22.6% | +36.4% |
| All | +189.0% | +148.6% | +40.4% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling