+63.6%
DIA vs LMT
+71.0%
-7.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.4% |
| 7D | -1.2% | -1.3% | +0.1% | -1.1% |
| 30D | -2.7% | -12.5% | +9.8% | -0.8% |
| 3M | +3.3% | -0.5% | +3.7% | +3.1% |
| 6M | +10.4% | -20.0% | +30.5% | +14.1% |
| YTD | +10.0% | +10.4% | -0.4% | +7.2% |
| 1Y | +16.2% | +17.7% | -1.5% | +11.9% |
| 3Y | +58.7% | +34.3% | +24.5% | +46.9% |
| 5Y | +63.6% | +71.8% | -8.2% | +38.3% |
| All | +63.6% | +71.0% | -7.5% | +38.3% |
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 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