+95.5%
LMT vs DBX
+19.3%
+76.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -2.4% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | -12.5% | 0.0% | -12.5% | -12.6% |
| 3M | -0.5% | +26.1% | -26.6% | -2.6% |
| 6M | -20.0% | +29.4% | -49.4% | -22.1% |
| YTD | +10.4% | +24.4% | -14.0% | +7.8% |
| 1Y | +17.7% | +10.9% | +6.8% | +16.1% |
| 3Y | +34.3% | +24.1% | +10.2% | +29.2% |
| 5Y | +71.8% | +7.8% | +64.1% | +66.2% |
| All | +95.5% | +19.3% | +76.2% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling