+17.9%
LMT vs DG
+23.4%
-5.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.5% |
| 7D | -6.3% | +8.4% | -14.7% | -6.5% |
| 30D | -8.5% | +4.9% | -13.4% | -8.6% |
| 3M | +1.8% | +29.3% | -27.5% | +0.2% |
| 6M | -19.9% | -11.3% | -8.7% | -19.7% |
| YTD | +10.6% | +1.8% | +8.8% | +10.2% |
| 1Y | +17.9% | +25.3% | -7.4% | +18.4% |
| All | +17.9% | +23.4% | -5.5% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling