+11,275.8%
LMT vs DD
+961.9%
+10,313.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -6.3% | -3.5% | -2.8% | -5.5% |
| 30D | -8.5% | -10.3% | +1.8% | -6.3% |
| 3M | +1.8% | -7.5% | +9.4% | +3.4% |
| 6M | -19.9% | -8.0% | -11.9% | -19.0% |
| YTD | +10.6% | +10.5% | +0.1% | +7.2% |
| 1Y | +17.9% | +38.3% | -20.3% | +8.3% |
| 3Y | +27.0% | +42.5% | -15.5% | +13.3% |
| 5Y | +68.7% | +60.2% | +8.5% | +43.6% |
| 10Y | +181.1% | +68.9% | +112.2% | +125.1% |
| All | +11,275.8% | +961.9% | +10,313.9% | +5,797.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling