+121.0%
LMT vs DOW
-15.4%
+136.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.6% | +2.0% |
| 7D | -1.5% | -2.9% | +1.4% | -1.0% |
| 30D | -8.2% | +2.0% | -10.2% | -8.7% |
| 3M | +3.7% | -12.5% | +16.3% | +6.1% |
| 6M | -19.2% | -9.2% | -10.0% | -18.6% |
| YTD | +12.9% | +30.8% | -17.9% | +4.2% |
| 1Y | +19.8% | +29.4% | -9.6% | +10.0% |
| 3Y | +37.3% | -34.6% | +71.8% | +46.1% |
| 5Y | +74.4% | -35.9% | +110.3% | +82.6% |
| All | +121.0% | -15.4% | +136.5% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling