+185.8%
LMT vs DTE
+137.8%
+48.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.6% |
| 7D | -0.2% | -2.6% | +2.4% | +0.9% |
| 30D | -13.1% | -4.4% | -8.7% | -11.4% |
| 3M | -3.9% | -8.3% | +4.5% | -0.4% |
| 6M | -18.3% | -8.1% | -10.2% | -15.6% |
| YTD | +10.3% | +4.4% | +5.9% | +7.9% |
| 1Y | +14.2% | +0.2% | +14.1% | +13.6% |
| 3Y | +35.0% | +42.6% | -7.6% | +14.1% |
| 5Y | +73.2% | +31.5% | +41.8% | +50.1% |
| All | +185.8% | +137.8% | +48.0% | +114.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling