+11,258.0%
LMT vs DTE
+3,490.3%
+7,767.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -12.5% | -0.5% | -12.0% | -12.3% |
| 3M | -0.5% | -6.0% | +5.6% | +1.7% |
| 6M | -20.0% | -7.2% | -12.8% | -18.0% |
| YTD | +10.4% | +7.2% | +3.2% | +7.4% |
| 1Y | +17.7% | +4.1% | +13.7% | +15.6% |
| 3Y | +34.3% | +46.9% | -12.6% | +15.2% |
| 5Y | +71.8% | +32.9% | +38.9% | +51.7% |
| 10Y | +187.0% | +144.5% | +42.5% | +100.2% |
| All | +11,258.0% | +3,490.3% | +7,767.8% | +3,313.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling