+908.7%
VZ vs LMT
+12,650.4%
-11,741.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.6% |
| 7D | +2.1% | -11.0% | +13.1% | +4.5% |
| 30D | +1.4% | +13.6% | -12.2% | -1.5% |
| 3M | -1.3% | -2.1% | +0.8% | -1.2% |
| 6M | -0.5% | +11.7% | -12.2% | -3.4% |
| YTD | +19.6% | +19.4% | +0.3% | +14.2% |
| 1Y | +22.4% | +24.1% | -1.7% | +15.8% |
| 3Y | +55.9% | +36.2% | +19.7% | +43.5% |
| 5Y | +20.4% | +90.7% | -70.3% | +2.2% |
| 10Y | +66.9% | +212.5% | -145.6% | +25.9% |
| All | +908.7% | +12,650.4% | -11,741.7% | +316.5% |
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 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