+1,902.6%
LMT vs DLR
+3,455.1%
-1,552.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.9% |
| 7D | +5.1% | +3.3% | +1.8% | +4.4% |
| 30D | +14.1% | +4.6% | +9.5% | +12.9% |
| 3M | +0.3% | -8.3% | +8.6% | +1.9% |
| 6M | +16.1% | -5.6% | +21.7% | +16.8% |
| YTD | +25.5% | +18.7% | +6.7% | +20.0% |
| 1Y | +34.1% | +17.1% | +17.0% | +28.7% |
| 3Y | +45.1% | +54.4% | -9.3% | +28.7% |
| 5Y | +100.9% | +36.5% | +64.5% | +79.2% |
| 10Y | +199.4% | +187.7% | +11.7% | +121.6% |
| All | +1,902.6% | +3,455.1% | -1,552.5% | +740.0% |
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