+52,902.4%
DHR vs LMT
+11,686.0%
+41,216.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -2.7% | -13.1% | +10.3% | +0.9% |
| 3M | +10.9% | -3.9% | +14.8% | +11.8% |
| 6M | +3.0% | -18.3% | +21.3% | +8.4% |
| YTD | -12.2% | +10.3% | -22.5% | -15.4% |
| 1Y | +3.3% | +14.2% | -10.9% | -1.6% |
| 3Y | -8.2% | +35.0% | -43.2% | -17.6% |
| 5Y | -29.9% | +73.2% | -103.1% | -42.3% |
| 10Y | +208.5% | +186.8% | +21.6% | +116.1% |
| All | +52,902.4% | +11,686.0% | +41,216.4% | +17,653.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling