+243.5%
NEM vs LMT
+36.0%
+207.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -3.3% | -0.5% | -2.8% | -3.2% |
| 30D | +7.8% | -10.8% | +18.6% | +9.9% |
| 3M | +36.3% | +1.6% | +34.7% | +34.9% |
| 6M | +6.6% | -17.6% | +24.1% | +10.4% |
| YTD | +27.1% | +11.6% | +15.6% | +21.8% |
| 1Y | +62.3% | +17.2% | +45.1% | +53.8% |
| All | +243.5% | +36.0% | +207.5% | +210.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling