+2,486.9%
VRT vs LMT
+102.5%
+2,384.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.8% |
| 7D | -8.4% | -0.2% | -8.2% | -8.3% |
| 30D | -10.9% | -13.1% | +2.2% | -8.8% |
| 3M | -13.7% | -3.9% | -9.8% | -13.3% |
| 6M | -4.1% | -18.3% | +14.1% | -0.8% |
| YTD | +58.7% | +10.3% | +48.4% | +54.6% |
| 1Y | +89.6% | +14.2% | +75.4% | +83.2% |
| 3Y | +558.1% | +35.0% | +523.2% | +497.9% |
| 5Y | +953.0% | +73.2% | +879.7% | +768.3% |
| All | +2,486.9% | +102.5% | +2,384.4% | +2,054.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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