+116.1%
LMT vs DOW
-17.0%
+133.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -0.7% |
| 7D | -0.2% | -1.4% | +1.2% | +0.1% |
| 30D | -13.1% | -3.9% | -9.1% | -12.5% |
| 3M | -3.9% | -12.7% | +8.8% | -1.6% |
| 6M | -18.3% | -13.7% | -4.6% | -16.8% |
| YTD | +10.3% | +28.4% | -18.0% | +2.2% |
| 1Y | +14.2% | +21.8% | -7.5% | +6.4% |
| 3Y | +35.0% | -35.7% | +70.7% | +44.2% |
| 5Y | +73.2% | -36.8% | +110.1% | +81.8% |
| All | +116.1% | -17.0% | +133.1% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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