+185.8%
LMT vs DLR
+177.5%
+8.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -13.1% | -4.3% | -8.8% | -12.3% |
| 3M | -3.9% | +3.8% | -7.7% | -5.0% |
| 6M | -18.3% | +5.8% | -24.1% | -19.6% |
| YTD | +10.3% | +23.5% | -13.2% | +5.0% |
| 1Y | +14.2% | +11.1% | +3.2% | +11.0% |
| 3Y | +35.0% | +57.9% | -22.9% | +18.7% |
| 5Y | +73.2% | +44.0% | +29.3% | +53.6% |
| All | +185.8% | +177.5% | +8.3% | +124.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling