+11,258.0%
LMT vs DE
+14,495.7%
-3,237.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -1.3% | -3.0% | +1.7% | -0.7% |
| 30D | -12.5% | +11.1% | -23.7% | -14.6% |
| 3M | -0.5% | +17.6% | -18.1% | -4.2% |
| 6M | -20.0% | +13.6% | -33.6% | -22.6% |
| YTD | +10.4% | +46.3% | -35.9% | +1.0% |
| 1Y | +17.7% | +44.2% | -26.5% | +7.8% |
| 3Y | +34.3% | +76.6% | -42.3% | +16.2% |
| 5Y | +71.8% | +98.2% | -26.4% | +42.7% |
| 10Y | +187.0% | +863.5% | -676.5% | +69.2% |
| All | +11,258.0% | +14,495.7% | -3,237.7% | +4,016.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling