+607.1%
LMT vs NWSA
+121.6%
+485.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -1.3% | -3.4% | +2.1% | -0.7% |
| 30D | -12.5% | +3.9% | -16.4% | -13.2% |
| 3M | -0.5% | +8.9% | -9.3% | -2.3% |
| 6M | -20.0% | +21.2% | -41.2% | -23.3% |
| YTD | +10.4% | +13.8% | -3.4% | +7.0% |
| 1Y | +17.7% | +1.4% | +16.3% | +16.6% |
| 3Y | +34.3% | +44.0% | -9.7% | +21.9% |
| 5Y | +71.8% | +40.5% | +31.3% | +53.1% |
| 10Y | +187.0% | +149.2% | +37.8% | +106.3% |
| All | +607.1% | +121.6% | +485.5% | +425.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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