+36.5%
LMT vs DE
+75.2%
-38.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.5% | -2.4% | +1.8% | -0.3% |
| 30D | -10.8% | +9.7% | -20.5% | -11.9% |
| 3M | +1.6% | +21.4% | -19.8% | -1.2% |
| 6M | -17.6% | +15.0% | -32.6% | -19.3% |
| YTD | +11.6% | +46.4% | -34.8% | +5.8% |
| 1Y | +17.2% | +45.6% | -28.4% | +11.2% |
| All | +36.5% | +75.2% | -38.7% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling