+3,279.6%
LMT vs DVA
+5,081.6%
-1,802.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.3% |
| 7D | -1.5% | +2.2% | -3.8% | -1.7% |
| 30D | -8.2% | -2.0% | -6.2% | -8.1% |
| 3M | +3.7% | -6.3% | +10.0% | +4.2% |
| 6M | -19.2% | +19.4% | -38.6% | -20.8% |
| YTD | +12.9% | +58.5% | -45.6% | +7.3% |
| 1Y | +19.8% | +33.9% | -14.1% | +15.6% |
| 3Y | +37.3% | +88.4% | -51.2% | +26.9% |
| 5Y | +74.4% | +39.5% | +34.9% | +63.4% |
| 10Y | +188.9% | +179.5% | +9.4% | +149.2% |
| All | +3,279.6% | +5,081.6% | -1,802.0% | +2,360.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling