+185.8%
LMT vs DE
+863.9%
-678.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.2% | -2.6% | +2.4% | +0.5% |
| 30D | -13.1% | +9.0% | -22.1% | -15.4% |
| 3M | -3.9% | +19.1% | -23.0% | -9.1% |
| 6M | -18.3% | +14.4% | -32.6% | -22.0% |
| YTD | +10.3% | +45.9% | -35.6% | -2.4% |
| 1Y | +14.2% | +43.6% | -29.4% | +1.3% |
| 3Y | +35.0% | +75.9% | -40.9% | +9.9% |
| 5Y | +73.2% | +98.8% | -25.5% | +31.0% |
| All | +185.8% | +863.9% | -678.1% | +30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling