+75.2%
LMT vs DG
-39.4%
+114.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.1% |
| 7D | -0.5% | -6.3% | +5.8% | -0.2% |
| 30D | -10.8% | +2.4% | -13.2% | -10.9% |
| 3M | +1.6% | +12.4% | -10.8% | +0.7% |
| 6M | -17.6% | -14.9% | -2.6% | -17.0% |
| YTD | +11.6% | -6.1% | +17.6% | +11.7% |
| 1Y | +17.2% | +17.9% | -0.6% | +15.6% |
| 3Y | +35.7% | +3.1% | +32.6% | +32.5% |
| 5Y | +75.2% | -38.7% | +113.9% | +81.2% |
| All | +75.2% | -39.4% | +114.6% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling