+3,777.7%
LMT vs DRI
+7,577.6%
-3,799.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -6.3% | +0.6% | -6.8% | -6.4% |
| 30D | -8.5% | +3.8% | -12.3% | -9.1% |
| 3M | +1.8% | +13.0% | -11.2% | -0.4% |
| 6M | -19.9% | +8.3% | -28.3% | -21.2% |
| YTD | +10.6% | +20.6% | -10.0% | +6.7% |
| 1Y | +17.9% | +6.5% | +11.5% | +16.0% |
| 3Y | +27.0% | +53.7% | -26.8% | +16.2% |
| 5Y | +68.7% | +72.7% | -4.0% | +49.3% |
| 10Y | +181.1% | +363.2% | -182.1% | +97.7% |
| All | +3,777.7% | +7,577.6% | -3,799.9% | +1,700.2% |
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 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