+14.2%
LMT vs DT
+6.2%
+8.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -0.2% | -1.6% | +1.4% | -0.2% |
| 30D | -13.1% | +3.0% | -16.1% | -13.0% |
| 3M | -3.9% | +26.5% | -30.4% | -3.5% |
| 6M | -18.3% | +35.9% | -54.2% | -18.1% |
| YTD | +10.3% | +17.8% | -7.5% | +8.9% |
| 1Y | +14.2% | +4.1% | +10.2% | +13.8% |
| All | +14.2% | +6.2% | +8.0% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling