+20.6%
LMT vs DOW
-11.3%
+31.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.2% | +0.5% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +19.2% | +15.7% | +3.5% | +17.9% |
| 3M | +2.7% | +5.3% | -2.6% | +1.5% |
| 6M | +20.6% | -14.2% | +34.8% | +17.1% |
| All | +20.6% | -11.3% | +31.9% | +17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling