+187.0%
LMT vs D
+34.1%
+152.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.5% |
| 7D | -1.3% | -0.4% | -0.9% | -1.2% |
| 30D | -12.5% | -2.1% | -10.4% | -11.8% |
| 3M | -0.5% | -0.7% | +0.3% | -0.2% |
| 6M | -20.0% | +5.6% | -25.6% | -22.0% |
| YTD | +10.4% | +14.6% | -4.2% | +4.2% |
| 1Y | +17.7% | +15.3% | +2.4% | +10.5% |
| 3Y | +34.3% | +59.1% | -24.8% | +8.3% |
| 5Y | +71.8% | +3.9% | +67.9% | +65.7% |
| 10Y | +187.0% | +38.5% | +148.5% | +163.4% |
| All | +187.0% | +34.1% | +152.9% | +163.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling