+1,221.0%
LMT vs DG
+614.5%
+606.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.4% |
| 3M | +0.3% | +10.4% | -10.1% | -1.5% |
| 6M | +16.1% | +33.2% | -17.1% | +10.5% |
| YTD | +25.5% | +3.0% | +22.5% | +23.8% |
| 1Y | +34.1% | +31.2% | +2.9% | +27.0% |
| 3Y | +45.1% | +21.8% | +23.3% | +34.1% |
| 5Y | +100.9% | -35.0% | +135.9% | +107.4% |
| 10Y | +199.4% | +106.0% | +93.4% | +146.1% |
| All | +1,221.0% | +614.5% | +606.5% | +739.1% |
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