+262.4%
VST vs LMT
+35.1%
+227.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.6% | +12.1% | +10.7% |
| 7D | -9.8% | -11.0% | +1.2% | -9.0% |
| 30D | -25.1% | +13.6% | -38.7% | -25.3% |
| 3M | -11.6% | -2.1% | -9.5% | -10.5% |
| 6M | -20.9% | +11.7% | -32.6% | -21.1% |
| YTD | -22.3% | +19.4% | -41.7% | -22.4% |
| 1Y | -32.0% | +24.1% | -56.1% | -32.1% |
| 3Y | +262.4% | +36.2% | +226.2% | +287.5% |
| All | +262.4% | +35.1% | +227.3% | +287.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling