+75.0%
LMT vs DT
+100.3%
-25.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -0.2% | -1.6% | +1.4% | -0.1% |
| 30D | -13.1% | +3.0% | -16.1% | -13.2% |
| 3M | -3.9% | +26.5% | -30.4% | -5.4% |
| 6M | -18.3% | +35.9% | -54.2% | -20.1% |
| YTD | +10.3% | +17.8% | -7.5% | +8.7% |
| 1Y | +14.2% | +4.1% | +10.2% | +13.4% |
| 3Y | +35.0% | +5.3% | +29.7% | +32.8% |
| 5Y | +73.2% | -27.2% | +100.4% | +73.9% |
| All | +75.0% | +100.3% | -25.3% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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