+72.0%
LMT vs D
+5.6%
+66.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -6.3% | +1.5% | -7.7% | -6.6% |
| 30D | -8.5% | -2.6% | -5.9% | -7.9% |
| 3M | +1.8% | 0.0% | +1.8% | +1.8% |
| 6M | -19.9% | +7.4% | -27.3% | -21.6% |
| YTD | +10.6% | +15.9% | -5.3% | +6.0% |
| 1Y | +17.9% | +18.1% | -0.2% | +12.3% |
| 3Y | +27.0% | +58.4% | -31.4% | +10.8% |
| All | +72.0% | +5.6% | +66.4% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling