+983.9%
LMT vs VXUS
+179.6%
+804.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | -6.3% | +1.0% | -7.3% | -6.7% |
| 30D | -8.5% | +2.2% | -10.7% | -9.5% |
| 3M | +1.8% | +3.0% | -1.1% | 0.0% |
| 6M | -19.9% | +10.7% | -30.6% | -24.4% |
| YTD | +10.6% | +17.8% | -7.3% | +1.0% |
| 1Y | +17.9% | +27.6% | -9.6% | +3.5% |
| 3Y | +27.0% | +73.3% | -46.3% | -6.2% |
| 5Y | +68.7% | +54.3% | +14.3% | +30.9% |
| 10Y | +181.1% | +149.8% | +31.2% | +63.5% |
| All | +983.9% | +179.6% | +804.3% | +480.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling