+17.9%
LMT vs DRI
+6.9%
+11.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -6.3% | +0.6% | -6.8% | -6.3% |
| 30D | -8.5% | +3.8% | -12.3% | -8.9% |
| 3M | +1.8% | +13.0% | -11.2% | +0.5% |
| 6M | -19.9% | +8.3% | -28.3% | -20.6% |
| YTD | +10.6% | +20.6% | -10.0% | +7.3% |
| 1Y | +17.9% | +6.5% | +11.5% | +15.4% |
| All | +17.9% | +6.9% | +11.0% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling