+185.8%
LMT vs VYM
+209.2%
-23.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.6% |
| 7D | -0.2% | -0.8% | +0.6% | +0.4% |
| 30D | -13.1% | -2.2% | -10.8% | -11.6% |
| 3M | -3.9% | +3.1% | -6.9% | -6.0% |
| 6M | -18.3% | +9.7% | -28.0% | -23.9% |
| YTD | +10.3% | +14.9% | -4.6% | -0.7% |
| 1Y | +14.2% | +17.6% | -3.3% | +0.9% |
| 3Y | +35.0% | +65.3% | -30.3% | -10.0% |
| 5Y | +73.2% | +78.7% | -5.5% | +6.3% |
| All | +185.8% | +209.2% | -23.4% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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