+1,116.3%
VST vs LMT
+187.8%
+928.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.6% | +12.1% | +11.1% |
| 7D | -9.8% | -11.0% | +1.2% | -6.0% |
| 30D | -25.1% | +13.6% | -38.7% | -28.5% |
| 3M | -11.6% | -2.1% | -9.5% | -11.3% |
| 6M | -20.9% | +11.7% | -32.6% | -24.8% |
| YTD | -22.3% | +19.4% | -41.7% | -28.2% |
| 1Y | -32.0% | +24.1% | -56.1% | -38.2% |
| 3Y | +262.4% | +36.2% | +226.2% | +207.8% |
| 5Y | +563.4% | +90.7% | +472.6% | +369.0% |
| All | +1,116.3% | +187.8% | +928.6% | +749.7% |
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