+35.1%
LMT vs DT
+6.3%
+28.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | -1.3% | -0.5% | -0.8% | -1.3% |
| 30D | -12.5% | +0.1% | -12.6% | -12.5% |
| 3M | -0.5% | +24.1% | -24.6% | -0.6% |
| 6M | -20.0% | +30.1% | -50.1% | -20.3% |
| YTD | +10.4% | +16.8% | -6.4% | +10.0% |
| 1Y | +17.7% | -0.1% | +17.8% | +17.7% |
| All | +35.1% | +6.3% | +28.8% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling