+57.9%
DIA vs LMT
+100.7%
-42.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.3% |
| 7D | +2.1% | +5.1% | -3.0% | +1.4% |
| 30D | +1.5% | +14.1% | -12.7% | -0.6% |
| 3M | -2.4% | +0.3% | -2.7% | -2.7% |
| 6M | +6.0% | +16.1% | -10.1% | +3.2% |
| YTD | +10.1% | +25.5% | -15.4% | +5.0% |
| 1Y | +11.8% | +34.1% | -22.3% | +5.3% |
| 3Y | +59.7% | +45.1% | +14.6% | +45.7% |
| All | +57.9% | +100.7% | -42.8% | +26.5% |
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 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