+65.5%
VZ vs LMT
+198.5%
-133.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | 0.0% |
| 7D | +2.2% | -8.5% | +10.8% | +4.1% |
| 30D | +10.6% | +15.4% | -4.8% | +6.8% |
| 3M | -0.6% | +0.7% | -1.3% | -1.2% |
| 6M | +0.7% | +17.6% | -16.9% | -3.6% |
| YTD | +20.6% | +23.8% | -3.2% | +13.4% |
| 1Y | +22.7% | +31.6% | -8.9% | +13.6% |
| 3Y | +57.2% | +44.0% | +13.2% | +40.8% |
| 5Y | +21.4% | +98.8% | -77.4% | -2.2% |
| 10Y | +65.5% | +202.1% | -136.7% | +27.6% |
| All | +65.5% | +198.5% | -133.0% | +27.6% |
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