+185.8%
LMT vs NTAP
+650.8%
-465.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.5% | -9.7% | -2.4% |
| 7D | -0.2% | +7.4% | -7.6% | -1.4% |
| 30D | -13.1% | -1.4% | -11.7% | -12.9% |
| 3M | -3.9% | +24.6% | -28.4% | -7.3% |
| 6M | -18.3% | +105.9% | -124.2% | -28.2% |
| YTD | +10.3% | +88.5% | -78.2% | -1.9% |
| 1Y | +14.2% | +62.1% | -47.9% | +4.1% |
| 3Y | +35.0% | +169.1% | -134.1% | +7.8% |
| 5Y | +73.2% | +141.9% | -68.6% | +39.3% |
| All | +185.8% | +650.8% | -465.0% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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