+12,638.2%
LMT vs D
+2,436.6%
+10,201.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | -8.5% | +0.8% | -9.3% | -8.9% |
| 30D | +15.4% | +10.7% | +4.7% | +11.2% |
| 3M | +0.7% | +2.3% | -1.6% | -0.3% |
| 6M | +17.6% | +12.5% | +5.1% | +12.3% |
| YTD | +23.8% | +20.1% | +3.7% | +15.2% |
| 1Y | +31.6% | +15.6% | +16.1% | +24.1% |
| 3Y | +44.0% | +75.2% | -31.2% | +14.9% |
| 5Y | +98.8% | +14.6% | +84.2% | +82.9% |
| 10Y | +202.1% | +43.8% | +158.4% | +152.6% |
| All | +12,638.2% | +2,436.6% | +10,201.6% | +4,236.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling