+25.9%
LMT vs DE
+49.6%
-23.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.6% | -8.5% | -7.0% |
| 7D | -5.5% | +5.6% | -11.1% | -6.1% |
| 30D | +17.5% | -0.8% | +18.3% | +17.5% |
| 3M | +1.6% | +9.8% | -8.2% | +0.3% |
| 6M | +16.3% | +17.5% | -1.2% | +13.2% |
| YTD | +25.3% | +46.5% | -21.2% | +17.5% |
| 1Y | +25.9% | +46.1% | -20.2% | +18.1% |
| All | +25.9% | +49.6% | -23.8% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling