+93.8%
LMT vs DECK
+25.8%
+68.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.6% | -3.2% |
| 7D | -10.5% | +6.0% | -16.5% | -10.5% |
| 30D | +12.9% | +7.4% | +5.5% | +13.0% |
| 3M | +0.4% | -11.7% | +12.0% | +0.4% |
| 6M | +14.7% | -11.0% | +25.6% | +14.7% |
| YTD | +21.3% | -15.4% | +36.6% | +21.3% |
| 1Y | +24.9% | +7.2% | +17.7% | +25.2% |
| 3Y | +37.7% | -11.8% | +49.5% | +37.7% |
| 5Y | +93.8% | +24.3% | +69.4% | +100.2% |
| All | +93.8% | +25.8% | +68.0% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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