+71.8%
LMT vs DD
+59.3%
+12.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -2.0% |
| 7D | -1.3% | -3.8% | +2.4% | -1.0% |
| 30D | -12.5% | -9.2% | -3.3% | -11.8% |
| 3M | -0.5% | -9.0% | +8.5% | +0.3% |
| 6M | -20.0% | -5.0% | -15.1% | -19.9% |
| YTD | +10.4% | +7.4% | +3.0% | +9.0% |
| 1Y | +17.7% | +35.1% | -17.4% | +13.2% |
| 3Y | +34.3% | +43.2% | -8.9% | +26.5% |
| 5Y | +71.8% | +59.6% | +12.2% | +52.4% |
| All | +71.8% | +59.3% | +12.5% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 5y: compounded portfolio wealth divided by compounded DD 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…
5y analysis · Full analysis span regression · 6 months rolling