+17.9%
LMT vs DVA
+35.1%
-17.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | -6.3% | +1.8% | -8.1% | -6.3% |
| 30D | -8.5% | -2.5% | -6.0% | -8.4% |
| 3M | +1.8% | -4.3% | +6.1% | +2.4% |
| 6M | -19.9% | +18.9% | -38.8% | -19.2% |
| YTD | +10.6% | +61.9% | -51.4% | +12.4% |
| 1Y | +17.9% | +35.7% | -17.8% | +20.9% |
| All | +17.9% | +35.1% | -17.2% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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