+1,129.1%
DIA vs LMT
+2,056.4%
-927.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | -0.2% | -6.3% | +6.1% | +1.8% |
| 30D | -1.5% | -8.5% | +7.0% | +1.1% |
| 3M | +3.8% | +1.8% | +1.9% | +2.6% |
| 6M | +10.3% | -19.9% | +30.2% | +17.1% |
| YTD | +12.1% | +10.6% | +1.5% | +7.2% |
| 1Y | +18.6% | +17.9% | +0.7% | +10.9% |
| 3Y | +60.6% | +27.0% | +33.7% | +44.0% |
| 5Y | +64.4% | +68.7% | -4.2% | +32.2% |
| 10Y | +250.1% | +181.1% | +69.0% | +139.2% |
| All | +1,129.1% | +2,056.4% | -927.3% | +412.8% |
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