+769.3%
VST vs LMT
+69.3%
+700.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +5.0% | +3.8% |
| 7D | +8.9% | -6.3% | +15.2% | +10.2% |
| 30D | +6.2% | -8.5% | +14.7% | +7.9% |
| 3M | -2.7% | +1.8% | -4.6% | -3.4% |
| 6M | -8.4% | -19.9% | +11.6% | -4.5% |
| YTD | -7.2% | +10.6% | -17.8% | -9.3% |
| 1Y | -20.9% | +17.9% | -38.8% | -23.7% |
| 3Y | +384.0% | +27.0% | +357.0% | +353.1% |
| All | +769.3% | +69.3% | +700.1% | +624.7% |
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 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