+3,020.6%
LMT vs NTAP
+25,155.6%
-22,135.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.5% | -9.7% | -1.7% |
| 7D | -0.2% | +7.4% | -7.6% | -0.7% |
| 30D | -13.1% | -1.4% | -11.7% | -13.0% |
| 3M | -3.9% | +24.6% | -28.4% | -5.3% |
| 6M | -18.3% | +105.9% | -124.2% | -22.3% |
| YTD | +10.3% | +88.5% | -78.2% | +5.4% |
| 1Y | +14.2% | +62.1% | -47.9% | +10.1% |
| 3Y | +35.0% | +169.1% | -134.1% | +24.8% |
| 5Y | +73.2% | +141.9% | -68.6% | +60.5% |
| 10Y | +186.8% | +644.0% | -457.2% | +145.8% |
| All | +3,020.6% | +25,155.6% | -22,135.0% | +2,047.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling