+73.0%
LMT vs DGX
+66.8%
+6.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.4% |
| 7D | -0.2% | -0.9% | +0.7% | -0.1% |
| 30D | -13.1% | -1.2% | -11.9% | -12.9% |
| 3M | -3.9% | +15.8% | -19.6% | -5.9% |
| 6M | -18.3% | +18.2% | -36.4% | -20.2% |
| YTD | +10.3% | +37.2% | -26.9% | +5.8% |
| 1Y | +14.2% | +30.4% | -16.1% | +10.2% |
| 3Y | +35.0% | +96.7% | -61.7% | +22.4% |
| All | +73.0% | +66.8% | +6.2% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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