-99.9%
DFNS vs LMT
+71.0%
-170.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -5.5% |
| 7D | +4.6% | -1.3% | +6.0% | +4.1% |
| 30D | -73.9% | -12.5% | -61.4% | -75.4% |
| 3M | -71.7% | -0.5% | -71.3% | -71.1% |
| 6M | -94.6% | -20.0% | -74.6% | -94.9% |
| YTD | -98.1% | +10.4% | -108.5% | -97.9% |
| 1Y | -98.3% | +17.7% | -116.0% | -98.1% |
| 3Y | -99.9% | +34.3% | -134.2% | -99.9% |
| 5Y | -99.9% | +71.8% | -171.7% | -99.8% |
| All | -99.9% | +71.0% | -170.9% | -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 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