-18.3%
LMT vs DGX
+18.5%
-36.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -2.0% |
| 7D | -0.2% | -0.9% | +0.7% | +0.2% |
| 30D | -13.1% | -1.2% | -11.9% | -12.6% |
| 3M | -3.9% | +15.8% | -19.6% | -11.8% |
| 6M | -18.3% | +18.2% | -36.4% | -24.8% |
| All | -18.3% | +18.5% | -36.8% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling