+75.4%
LMT vs DT
+103.5%
-28.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | -6.3% | -3.3% | -3.0% | -6.1% |
| 30D | -8.5% | +2.0% | -10.5% | -8.6% |
| 3M | +1.8% | +20.0% | -18.2% | +0.6% |
| 6M | -19.9% | +39.3% | -59.2% | -21.8% |
| YTD | +10.6% | +19.8% | -9.2% | +8.8% |
| 1Y | +17.9% | +4.3% | +13.7% | +17.1% |
| 3Y | +27.0% | +7.7% | +19.3% | +24.7% |
| 5Y | +68.7% | -26.8% | +95.5% | +69.4% |
| All | +75.4% | +103.5% | -28.1% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling