+103.7%
LMT vs DOW
-27.1%
+130.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | +4.8% | +3.7% | +1.2% | +4.5% |
| 30D | +19.9% | +16.3% | +3.6% | +18.4% |
| 3M | +0.2% | +9.7% | -9.5% | -0.6% |
| 6M | +17.4% | -14.1% | +31.5% | +18.6% |
| YTD | +27.2% | +46.6% | -19.4% | +21.7% |
| 1Y | +35.6% | +56.8% | -21.2% | +28.9% |
| 3Y | +47.1% | -20.4% | +67.5% | +49.0% |
| 5Y | +103.7% | -27.4% | +131.1% | +107.0% |
| All | +103.7% | -27.1% | +130.8% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling