+608.4%
VST vs LMT
+100.7%
+507.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | +6.6% | +5.1% | +1.5% | +5.7% |
| 30D | -12.4% | +14.1% | -26.5% | -14.0% |
| 3M | -9.0% | +0.3% | -9.3% | -8.6% |
| 6M | -6.4% | +16.1% | -22.5% | -8.9% |
| YTD | -17.2% | +25.5% | -42.7% | -20.6% |
| 1Y | -22.0% | +34.1% | -56.2% | -26.1% |
| 3Y | +296.7% | +45.1% | +251.6% | +263.3% |
| All | +608.4% | +100.7% | +507.7% | +514.0% |
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