+11,252.2%
LMT vs NYT
+758.3%
+10,493.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | -13.1% | +4.6% | -17.6% | -13.7% |
| 3M | -3.9% | -9.6% | +5.7% | -2.7% |
| 6M | -18.3% | -14.0% | -4.3% | -16.7% |
| YTD | +10.3% | -2.8% | +13.2% | +10.2% |
| 1Y | +14.2% | +15.6% | -1.4% | +10.9% |
| 3Y | +35.0% | +56.3% | -21.3% | +23.7% |
| 5Y | +73.2% | +39.5% | +33.7% | +58.4% |
| 10Y | +186.8% | +488.0% | -301.2% | +100.2% |
| All | +11,252.2% | +758.3% | +10,493.9% | +6,270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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