+11,275.8%
LMT vs NOC
+16,458.4%
-5,182.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.2% |
| 7D | -6.3% | -5.2% | -1.1% | -3.7% |
| 30D | -8.5% | -7.2% | -1.3% | -4.9% |
| 3M | +1.8% | -5.1% | +6.9% | +4.8% |
| 6M | -19.9% | -31.1% | +11.1% | -3.2% |
| YTD | +10.6% | -8.6% | +19.2% | +15.8% |
| 1Y | +17.9% | -9.7% | +27.7% | +24.2% |
| 3Y | +27.0% | +24.3% | +2.7% | +11.3% |
| 5Y | +68.7% | +52.6% | +16.0% | +32.7% |
| 10Y | +181.1% | +183.6% | -2.5% | +67.0% |
| All | +11,275.8% | +16,458.4% | -5,182.6% | +1,875.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling