+1,664.9%
LMT vs DLR
+3,595.6%
-1,930.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | -6.3% | +1.6% | -7.8% | -6.6% |
| 30D | -8.5% | -3.4% | -5.1% | -7.9% |
| 3M | +1.8% | +0.5% | +1.3% | +1.4% |
| 6M | -19.9% | +4.6% | -24.5% | -21.1% |
| YTD | +10.6% | +23.4% | -12.8% | +5.2% |
| 1Y | +17.9% | +19.0% | -1.1% | +12.9% |
| 3Y | +27.0% | +56.5% | -29.6% | +12.4% |
| 5Y | +68.7% | +33.3% | +35.3% | +51.5% |
| 10Y | +181.1% | +165.1% | +15.9% | +111.8% |
| All | +1,664.9% | +3,595.6% | -1,930.8% | +636.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling