+17.9%
LMT vs DLR
+19.9%
-2.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | -6.3% | +1.6% | -7.8% | -6.5% |
| 30D | -8.5% | -3.4% | -5.1% | -8.0% |
| 3M | +1.8% | +0.5% | +1.3% | +1.5% |
| 6M | -19.9% | +4.6% | -24.5% | -21.0% |
| YTD | +10.6% | +23.4% | -12.8% | +4.0% |
| 1Y | +17.9% | +19.0% | -1.1% | +11.0% |
| All | +17.9% | +19.9% | -2.0% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling