+1,107.0%
DIA vs LMT
+2,346.9%
-1,239.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.5% |
| 7D | +2.1% | +5.1% | -3.0% | +0.6% |
| 30D | +1.5% | +14.1% | -12.7% | -2.9% |
| 3M | -2.4% | +0.3% | -2.7% | -3.1% |
| 6M | +6.0% | +16.1% | -10.1% | +0.1% |
| YTD | +10.1% | +25.5% | -15.4% | +0.8% |
| 1Y | +11.8% | +34.1% | -22.3% | +0.1% |
| 3Y | +59.7% | +45.1% | +14.6% | +37.1% |
| 5Y | +57.9% | +100.9% | -43.1% | +20.0% |
| 10Y | +236.2% | +199.4% | +36.8% | +124.4% |
| All | +1,107.0% | +2,346.9% | -1,239.9% | +382.2% |
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