+1,216.9%
VST vs LMT
+186.1%
+1,030.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +5.0% | +4.0% |
| 7D | +8.9% | -6.3% | +15.2% | +11.3% |
| 30D | +6.2% | -8.5% | +14.7% | +9.3% |
| 3M | -2.7% | +1.8% | -4.6% | -4.1% |
| 6M | -8.4% | -19.9% | +11.6% | -1.6% |
| YTD | -7.2% | +10.6% | -17.8% | -11.6% |
| 1Y | -20.9% | +17.9% | -38.8% | -26.7% |
| 3Y | +384.0% | +27.0% | +357.0% | +322.5% |
| 5Y | +757.1% | +68.7% | +688.4% | +541.6% |
| All | +1,216.9% | +186.1% | +1,030.8% | +873.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling