+36.5%
LMT vs DVA
+89.4%
-52.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -10.8% | +1.7% | -12.4% | -10.8% |
| 3M | +1.6% | -8.7% | +10.3% | +2.1% |
| 6M | -17.6% | +19.7% | -37.2% | -17.8% |
| YTD | +11.6% | +59.6% | -48.0% | +10.3% |
| 1Y | +17.2% | +37.1% | -19.9% | +16.6% |
| All | +36.5% | +89.4% | -52.9% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling