+95.4%
LMT vs DBX
+22.6%
+72.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | -0.2% | +2.1% | -2.3% | -0.4% |
| 30D | -13.1% | +5.7% | -18.8% | -13.5% |
| 3M | -3.9% | +31.8% | -35.7% | -6.2% |
| 6M | -18.3% | +37.5% | -55.7% | -20.8% |
| YTD | +10.3% | +27.9% | -17.6% | +7.6% |
| 1Y | +14.2% | +15.0% | -0.8% | +12.3% |
| 3Y | +35.0% | +27.2% | +7.8% | +29.6% |
| 5Y | +73.2% | +12.8% | +60.5% | +66.9% |
| All | +95.4% | +22.6% | +72.8% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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