+37.3%
LMT vs DAR
+14.9%
+22.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.9% | +1.9% |
| 7D | -1.5% | -0.9% | -0.7% | -1.5% |
| 30D | -8.2% | +13.0% | -21.2% | -9.0% |
| 3M | +3.7% | +15.0% | -11.3% | +2.6% |
| 6M | -19.2% | +26.8% | -46.0% | -20.7% |
| YTD | +12.9% | +86.4% | -73.6% | +7.7% |
| 1Y | +19.8% | +115.1% | -95.3% | +13.3% |
| 3Y | +37.3% | +14.6% | +22.6% | +32.4% |
| All | +37.3% | +14.9% | +22.4% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling