+11,275.8%
LMT vs D
+2,347.4%
+8,928.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -6.3% | +1.5% | -7.7% | -6.7% |
| 30D | -8.5% | -2.6% | -5.9% | -7.7% |
| 3M | +1.8% | 0.0% | +1.8% | +1.8% |
| 6M | -19.9% | +7.4% | -27.3% | -22.3% |
| YTD | +10.6% | +15.9% | -5.3% | +4.4% |
| 1Y | +17.9% | +18.1% | -0.2% | +10.4% |
| 3Y | +27.0% | +58.4% | -31.4% | +4.9% |
| 5Y | +68.7% | +5.2% | +63.5% | +60.2% |
| 10Y | +181.1% | +35.9% | +145.2% | +139.8% |
| All | +11,275.8% | +2,347.4% | +8,928.4% | +3,828.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling