+189.0%
LMT vs DAR
+375.1%
-186.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | -0.5% | +0.9% | -1.5% | -0.7% |
| 30D | -10.8% | +6.4% | -17.2% | -11.7% |
| 3M | +1.6% | +13.2% | -11.6% | -0.5% |
| 6M | -17.6% | +26.2% | -43.7% | -20.7% |
| YTD | +11.6% | +84.4% | -72.8% | +1.5% |
| 1Y | +17.2% | +112.0% | -94.8% | +4.1% |
| 3Y | +35.7% | +13.4% | +22.4% | +29.9% |
| 5Y | +75.2% | -6.0% | +81.2% | +68.4% |
| All | +189.0% | +375.1% | -186.1% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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