-99.9%
DFNS vs LMT
+36.2%
-136.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | +0.6% |
| 7D | +0.8% | -1.5% | +2.3% | -0.4% |
| 30D | -73.2% | -8.2% | -65.0% | -74.8% |
| 3M | -72.4% | +3.7% | -76.2% | -70.8% |
| 6M | -95.2% | -19.2% | -76.0% | -95.7% |
| YTD | -98.0% | +12.9% | -110.8% | -97.6% |
| 1Y | -98.3% | +19.8% | -118.1% | -97.7% |
| 3Y | -99.9% | +37.3% | -137.1% | -99.8% |
| All | -99.9% | +36.2% | -136.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling