+35.0%
LMT vs VYM
+65.1%
-30.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -0.2% | -0.8% | +0.6% | +0.2% |
| 30D | -13.1% | -2.2% | -10.8% | -12.1% |
| 3M | -3.9% | +3.1% | -6.9% | -5.2% |
| 6M | -18.3% | +9.7% | -28.0% | -21.7% |
| YTD | +10.3% | +14.9% | -4.6% | +3.6% |
| 1Y | +14.2% | +17.6% | -3.3% | +6.2% |
| 3Y | +35.0% | +65.3% | -30.3% | +11.4% |
| All | +35.0% | +65.1% | -30.1% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling