+73.0%
LMT vs DVA
+46.8%
+26.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.2% | -1.3% | +1.1% | -0.2% |
| 30D | -13.1% | 0.0% | -13.1% | -13.1% |
| 3M | -3.9% | -10.9% | +7.1% | -3.6% |
| 6M | -18.3% | +17.3% | -35.5% | -18.2% |
| YTD | +10.3% | +59.8% | -49.5% | +10.1% |
| 1Y | +14.2% | +36.3% | -22.0% | +14.2% |
| 3Y | +35.0% | +88.6% | -53.6% | +36.2% |
| All | +73.0% | +46.8% | +26.2% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling