+472.4%
NEM vs LMT
+11,955.0%
-11,482.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.1% |
| 7D | +3.9% | -1.5% | +5.4% | +4.1% |
| 30D | +12.7% | -8.2% | +21.0% | +14.1% |
| 3M | +28.7% | +3.7% | +24.9% | +27.6% |
| 6M | +9.8% | -19.2% | +28.9% | +13.0% |
| YTD | +28.1% | +12.9% | +15.2% | +25.0% |
| 1Y | +69.3% | +19.8% | +49.6% | +63.6% |
| 3Y | +247.7% | +37.3% | +210.4% | +227.2% |
| 5Y | +153.4% | +74.4% | +79.0% | +128.9% |
| 10Y | +291.3% | +188.9% | +102.4% | +222.8% |
| All | +472.4% | +11,955.0% | -11,482.5% | +218.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling