+4,359.5%
LMT vs DRI
+8,033.5%
-3,674.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +4.8% | -0.3% | +5.2% | +4.9% |
| 30D | +19.9% | +10.8% | +9.0% | +17.8% |
| 3M | +0.2% | +0.9% | -0.7% | -0.2% |
| 6M | +17.4% | +16.3% | +1.1% | +14.1% |
| YTD | +27.2% | +27.8% | -0.6% | +21.4% |
| 1Y | +35.6% | +33.9% | +1.7% | +28.4% |
| 3Y | +47.1% | +67.2% | -20.1% | +32.7% |
| 5Y | +103.7% | +79.0% | +24.7% | +79.2% |
| 10Y | +203.5% | +332.2% | -128.7% | +116.0% |
| All | +4,359.5% | +8,033.5% | -3,674.0% | +1,947.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling