+75.2%
LMT vs NOC
+57.3%
+17.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | -0.5% | -1.8% | +1.2% | +0.5% |
| 30D | -10.8% | -9.4% | -1.3% | -5.3% |
| 3M | +1.6% | -3.8% | +5.4% | +4.1% |
| 6M | -17.6% | -28.8% | +11.2% | +0.2% |
| YTD | +11.6% | -7.9% | +19.5% | +17.1% |
| 1Y | +17.2% | -9.0% | +26.3% | +23.7% |
| 3Y | +35.7% | +29.1% | +6.7% | +12.1% |
| 5Y | +75.2% | +58.9% | +16.3% | +34.1% |
| All | +75.2% | +57.3% | +17.9% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling