-95.4%
DFNS vs LMT
+22.3%
-117.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.1% | +11.6% | +13.3% |
| 7D | -13.0% | +2.5% | -15.5% | -12.7% |
| 30D | -56.9% | +19.2% | -76.0% | -48.3% |
| 3M | -93.2% | +2.7% | -95.9% | -93.4% |
| 6M | -95.4% | +20.6% | -116.1% | -94.3% |
| All | -95.4% | +22.3% | -117.8% | -94.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling