+11,252.2%
LMT vs NTRS
+7,800.3%
+3,451.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -0.2% | +1.4% | -1.6% | -0.5% |
| 30D | -13.1% | -0.7% | -12.4% | -12.9% |
| 3M | -3.9% | +11.3% | -15.2% | -6.1% |
| 6M | -18.3% | +35.5% | -53.8% | -23.6% |
| YTD | +10.3% | +40.6% | -30.3% | +2.2% |
| 1Y | +14.2% | +49.2% | -35.0% | +4.3% |
| 3Y | +35.0% | +167.2% | -132.2% | +6.8% |
| 5Y | +73.2% | +94.9% | -21.7% | +43.3% |
| 10Y | +186.8% | +259.5% | -72.6% | +103.0% |
| All | +11,252.2% | +7,800.3% | +3,451.9% | +4,025.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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