+35.1%
LMT vs DG
+4.6%
+30.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -2.1% |
| 7D | -1.3% | -4.8% | +3.5% | -1.2% |
| 30D | -12.5% | +1.8% | -14.3% | -12.6% |
| 3M | -0.5% | +14.5% | -14.9% | -1.0% |
| 6M | -20.0% | -13.6% | -6.5% | -19.9% |
| YTD | +10.4% | -4.8% | +15.2% | +10.3% |
| 1Y | +17.7% | +21.6% | -3.9% | +16.9% |
| All | +35.1% | +4.6% | +30.4% | +28.8% |
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