+185.8%
LMT vs NOC
+192.5%
-6.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.2% | +0.8% | -1.0% | -0.7% |
| 30D | -13.1% | -9.7% | -3.4% | -6.7% |
| 3M | -3.9% | -5.6% | +1.8% | +0.1% |
| 6M | -18.3% | -28.6% | +10.3% | +2.8% |
| YTD | +10.3% | -7.9% | +18.2% | +16.2% |
| 1Y | +14.2% | -9.5% | +23.8% | +21.6% |
| 3Y | +35.0% | +28.4% | +6.6% | +7.5% |
| 5Y | +73.2% | +59.0% | +14.3% | +13.9% |
| All | +185.8% | +192.5% | -6.7% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling