+59.9%
DDOG vs LMT
+71.0%
-11.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.2% | +9.3% | +7.0% |
| 7D | +7.7% | -1.3% | +9.0% | +7.6% |
| 30D | -13.6% | -12.5% | -1.1% | -14.3% |
| 3M | -0.9% | -0.5% | -0.5% | -0.6% |
| 6M | +75.2% | -20.0% | +95.2% | +73.6% |
| YTD | +65.7% | +10.4% | +55.3% | +66.9% |
| 1Y | +60.4% | +17.7% | +42.7% | +62.0% |
| 3Y | +130.7% | +34.3% | +96.4% | +131.2% |
| 5Y | +59.9% | +71.8% | -11.9% | +55.0% |
| All | +59.9% | +71.0% | -11.2% | +55.0% |
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