+14.2%
LMT vs DG
+19.2%
-4.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | -0.2% | -6.5% | +6.3% | -0.1% |
| 30D | -13.1% | +4.2% | -17.2% | -13.2% |
| 3M | -3.9% | +9.5% | -13.4% | -4.5% |
| 6M | -18.3% | -13.1% | -5.1% | -18.1% |
| YTD | +10.3% | -4.8% | +15.2% | +10.1% |
| 1Y | +14.2% | +20.6% | -6.4% | +14.2% |
| All | +14.2% | +19.2% | -4.9% | +14.2% |
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