+75.6%
LMT vs DRI
+71.2%
+4.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.2% |
| 7D | -1.5% | -1.2% | -0.3% | -1.5% |
| 30D | -8.2% | -0.4% | -7.9% | -8.2% |
| 3M | +3.7% | +9.5% | -5.8% | +3.0% |
| 6M | -19.2% | +6.5% | -25.6% | -19.6% |
| YTD | +12.9% | +18.4% | -5.6% | +11.4% |
| 1Y | +19.8% | +4.2% | +15.6% | +19.0% |
| 3Y | +37.3% | +57.1% | -19.8% | +33.0% |
| All | +75.6% | +71.2% | +4.4% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling