-99.9%
DFNS vs LMT
+66.5%
-166.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.9% |
| 7D | -3.3% | -0.5% | -2.8% | -3.5% |
| 30D | -73.1% | -10.8% | -62.3% | -74.2% |
| 3M | -71.4% | +1.6% | -73.0% | -70.7% |
| 6M | -93.8% | -17.6% | -76.3% | -94.1% |
| YTD | -98.0% | +11.6% | -109.6% | -97.9% |
| 1Y | -98.2% | +17.2% | -115.4% | -97.9% |
| 3Y | -99.9% | +35.7% | -135.6% | -99.9% |
| 5Y | -99.9% | +75.2% | -175.1% | -99.8% |
| All | -99.9% | +66.5% | -166.4% | -99.8% |
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