+25.9%
LMT vs DTE
+5.6%
+20.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.4% | -9.3% | -7.5% |
| 7D | -5.5% | +4.2% | -9.7% | -6.7% |
| 30D | +17.5% | +10.0% | +7.5% | +14.2% |
| 3M | +1.6% | -2.1% | +3.7% | +2.1% |
| 6M | +16.3% | -4.7% | +21.0% | +17.7% |
| YTD | +25.3% | +9.3% | +15.9% | +23.2% |
| 1Y | +25.9% | +6.6% | +19.2% | +23.9% |
| All | +25.9% | +5.6% | +20.3% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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