+48.5%
LMT vs DOW
-21.3%
+69.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.2% | +0.9% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +19.2% | +15.7% | +3.5% | +18.3% |
| 3M | +2.7% | +5.3% | -2.6% | +2.3% |
| 6M | +20.6% | -14.2% | +34.8% | +21.3% |
| YTD | +28.4% | +43.9% | -15.5% | +24.6% |
| 1Y | +36.9% | +53.1% | -16.1% | +32.4% |
| All | +48.5% | -21.3% | +69.8% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling