+45.1%
LMT vs DG
+21.7%
+23.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +5.1% | +0.3% | +4.8% | +5.1% |
| 30D | +14.1% | +3.2% | +10.9% | +14.0% |
| 3M | +0.3% | +10.4% | -10.1% | 0.0% |
| 6M | +16.1% | +33.2% | -17.1% | +15.0% |
| YTD | +25.5% | +3.0% | +22.5% | +25.1% |
| 1Y | +34.1% | +31.2% | +2.9% | +33.0% |
| 3Y | +45.1% | +21.8% | +23.3% | +40.6% |
| All | +45.1% | +21.7% | +23.4% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling