+302.3%
NEM vs LMT
+188.6%
+113.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +7.8% | -13.1% | +20.9% | +10.6% |
| 3M | +30.2% | -3.9% | +34.1% | +30.6% |
| 6M | +9.6% | -18.3% | +27.9% | +13.5% |
| YTD | +27.8% | +10.3% | +17.5% | +24.0% |
| 1Y | +60.7% | +14.2% | +46.5% | +54.8% |
| 3Y | +245.3% | +35.0% | +210.3% | +219.2% |
| 5Y | +155.3% | +73.2% | +82.1% | +124.4% |
| All | +302.3% | +188.6% | +113.7% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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