+185.8%
LMT vs NVMI
+3,158.6%
-2,972.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -13.1% | -8.4% | -4.7% | -12.6% |
| 3M | -3.9% | -33.6% | +29.7% | -1.7% |
| 6M | -18.3% | -14.7% | -3.6% | -18.3% |
| YTD | +10.3% | +13.2% | -2.9% | +7.9% |
| 1Y | +14.2% | +29.0% | -14.8% | +10.4% |
| 3Y | +35.0% | +215.0% | -180.0% | +16.5% |
| 5Y | +73.2% | +268.6% | -195.3% | +42.2% |
| All | +185.8% | +3,158.6% | -2,972.8% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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