+11,511.2%
LMT vs NSC
+5,718.1%
+5,793.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.5% | +2.2% |
| 7D | -1.5% | -1.5% | 0.0% | -1.2% |
| 30D | -8.2% | -1.9% | -6.3% | -7.9% |
| 3M | +3.7% | +6.2% | -2.5% | +2.2% |
| 6M | -19.2% | +9.2% | -28.3% | -21.2% |
| YTD | +12.9% | +15.0% | -2.2% | +8.6% |
| 1Y | +19.8% | +21.1% | -1.3% | +13.8% |
| 3Y | +37.3% | +78.6% | -41.3% | +16.2% |
| 5Y | +74.4% | +45.9% | +28.5% | +53.0% |
| 10Y | +188.9% | +326.9% | -138.0% | +91.9% |
| All | +11,511.2% | +5,718.1% | +5,793.1% | +3,619.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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