+73.0%
LMT vs DE
+97.2%
-24.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.2% | -2.6% | +2.4% | +0.2% |
| 30D | -13.1% | +9.0% | -22.1% | -14.6% |
| 3M | -3.9% | +19.1% | -23.0% | -7.3% |
| 6M | -18.3% | +14.4% | -32.6% | -20.7% |
| YTD | +10.3% | +45.9% | -35.6% | +2.0% |
| 1Y | +14.2% | +43.6% | -29.4% | +5.7% |
| 3Y | +35.0% | +75.9% | -40.9% | +18.2% |
| All | +73.0% | +97.2% | -24.1% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling