+188.9%
LMT vs DAL
+128.9%
+60.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.2% |
| 7D | -1.5% | +3.4% | -4.9% | -1.9% |
| 30D | -8.2% | -13.6% | +5.3% | -6.7% |
| 3M | +3.7% | +1.2% | +2.5% | +3.3% |
| 6M | -19.2% | +34.5% | -53.7% | -22.4% |
| YTD | +12.9% | +14.7% | -1.8% | +10.2% |
| 1Y | +19.8% | +29.2% | -9.5% | +14.8% |
| 3Y | +37.3% | +100.0% | -62.7% | +20.5% |
| 5Y | +74.4% | +106.3% | -31.9% | +47.7% |
| 10Y | +188.9% | +126.4% | +62.5% | +130.5% |
| All | +188.9% | +128.9% | +60.0% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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