+8,976.3%
LMT vs DHI
+12,501.5%
-3,525.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | -0.2% | -3.4% | +3.2% | +0.1% |
| 30D | -13.1% | -5.4% | -7.6% | -12.6% |
| 3M | -3.9% | -10.4% | +6.6% | -2.9% |
| 6M | -18.3% | -2.8% | -15.5% | -18.4% |
| YTD | +10.3% | -3.4% | +13.8% | +10.2% |
| 1Y | +14.2% | -22.9% | +37.1% | +16.7% |
| 3Y | +35.0% | +20.7% | +14.3% | +29.1% |
| 5Y | +73.2% | +62.1% | +11.1% | +57.8% |
| 10Y | +186.8% | +410.4% | -223.6% | +126.0% |
| All | +8,976.3% | +12,501.5% | -3,525.2% | +5,091.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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