+38.8%
LMT vs D
+72.0%
-33.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | -11.0% | +3.0% | -13.9% | -11.7% |
| 30D | +13.6% | +11.5% | +2.1% | +10.4% |
| 3M | -2.1% | +3.7% | -5.8% | -3.2% |
| 6M | +11.7% | +13.5% | -1.9% | +8.1% |
| YTD | +19.4% | +20.7% | -1.4% | +13.5% |
| 1Y | +24.1% | +18.2% | +5.8% | +18.5% |
| All | +38.8% | +72.0% | -33.2% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling