+953.6%
VRT vs LMT
+71.0%
+882.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.2% | -7.4% | -9.5% |
| 7D | +2.4% | -1.3% | +3.7% | +2.5% |
| 30D | -2.7% | -12.5% | +9.8% | -2.1% |
| 3M | -9.2% | -0.5% | -8.7% | -9.0% |
| 6M | -0.5% | -20.0% | +19.5% | +1.2% |
| YTD | +62.3% | +10.4% | +51.9% | +61.2% |
| 1Y | +109.6% | +17.7% | +91.9% | +107.2% |
| 3Y | +573.1% | +34.3% | +538.8% | +544.8% |
| 5Y | +953.6% | +71.8% | +881.8% | +816.9% |
| All | +953.6% | +71.0% | +882.6% | +816.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling