+67.3%
DVN vs LMT
+188.6%
-121.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.0% |
| 7D | +4.5% | -0.2% | +4.7% | +4.6% |
| 30D | +12.0% | -13.1% | +25.0% | +19.5% |
| 3M | +13.4% | -3.9% | +17.3% | +14.5% |
| 6M | +12.1% | -18.3% | +30.4% | +22.2% |
| YTD | +38.8% | +10.3% | +28.5% | +27.7% |
| 1Y | +46.0% | +14.2% | +31.8% | +31.3% |
| 3Y | +9.5% | +35.0% | -25.5% | -14.6% |
| 5Y | +125.3% | +73.2% | +52.0% | +47.3% |
| All | +67.3% | +188.6% | -121.3% | +10.3% |
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 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