+4,817.7%
LMT vs NVMI
+1,976.9%
+2,840.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | -1.3% | +6.9% | -8.3% | -1.5% |
| 30D | -12.5% | -2.8% | -9.7% | -12.5% |
| 3M | -0.5% | -27.3% | +26.9% | +0.3% |
| 6M | -20.0% | -13.7% | -6.4% | -20.0% |
| YTD | +10.4% | +13.8% | -3.4% | +9.5% |
| 1Y | +17.7% | +34.9% | -17.1% | +16.1% |
| 3Y | +34.3% | +213.5% | -179.3% | +27.9% |
| 5Y | +71.8% | +272.5% | -200.7% | +61.9% |
| 10Y | +187.0% | +3,142.4% | -2,955.4% | +153.4% |
| All | +4,817.7% | +1,976.9% | +2,840.8% | +4,062.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling