+36.9%
LMT vs D
+16.4%
+20.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | -5.6% | +2.4% | -8.0% | -6.2% |
| 30D | +18.4% | +10.9% | +7.4% | +15.0% |
| 3M | +0.6% | +2.8% | -2.2% | -0.6% |
| 6M | +20.6% | +12.7% | +7.9% | +17.4% |
| YTD | +27.0% | +20.3% | +6.6% | +20.4% |
| 1Y | +36.9% | +17.1% | +19.7% | +30.7% |
| All | +36.9% | +16.4% | +20.4% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling