+1,064.2%
LMT vs DG
+606.1%
+458.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | -6.3% | +8.4% | -14.7% | -7.4% |
| 30D | -8.5% | +4.9% | -13.4% | -9.2% |
| 3M | +1.8% | +29.3% | -27.5% | -2.4% |
| 6M | -19.9% | -11.3% | -8.7% | -18.9% |
| YTD | +10.6% | +1.8% | +8.8% | +9.5% |
| 1Y | +17.9% | +25.3% | -7.4% | +12.6% |
| 3Y | +27.0% | +9.1% | +17.9% | +20.0% |
| 5Y | +68.7% | -34.9% | +103.5% | +74.2% |
| 10Y | +181.1% | +108.2% | +72.9% | +131.1% |
| All | +1,064.2% | +606.1% | +458.1% | +642.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling