+190.4%
LMT vs DRI
+331.7%
-141.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +5.1% | +1.1% | +4.1% | +5.0% |
| 30D | +14.1% | +9.7% | +4.4% | +12.6% |
| 3M | +0.3% | +3.2% | -2.9% | -0.3% |
| 6M | +16.1% | +20.6% | -4.5% | +12.8% |
| YTD | +25.5% | +28.3% | -2.8% | +20.6% |
| 1Y | +34.1% | +34.5% | -0.4% | +28.0% |
| 3Y | +45.1% | +66.5% | -21.5% | +32.9% |
| 5Y | +100.9% | +79.6% | +21.3% | +80.1% |
| All | +190.4% | +331.7% | -141.4% | +144.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling