+244.3%
DIA vs LMT
+191.8%
+52.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | -3.0% | -10.8% | +7.8% | +0.7% |
| 3M | +4.5% | +1.6% | +2.9% | +3.2% |
| 6M | +9.8% | -17.6% | +27.3% | +16.6% |
| YTD | +9.3% | +11.6% | -2.3% | +3.0% |
| 1Y | +16.0% | +17.2% | -1.3% | +7.0% |
| 3Y | +57.7% | +35.7% | +22.0% | +33.1% |
| 5Y | +63.8% | +75.2% | -11.4% | +18.0% |
| All | +244.3% | +191.8% | +52.4% | +120.5% |
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