+1,449.6%
NET vs LMT
+63.3%
+1,386.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.8% |
| 7D | -7.0% | -6.3% | -0.7% | -6.3% |
| 30D | -4.8% | -8.5% | +3.7% | -3.9% |
| 3M | +3.8% | +1.8% | +2.0% | +3.6% |
| 6M | +50.0% | -19.9% | +70.0% | +53.7% |
| YTD | +41.5% | +10.6% | +30.9% | +39.9% |
| 1Y | +32.8% | +17.9% | +14.9% | +30.3% |
| 3Y | +335.9% | +27.0% | +308.9% | +316.8% |
| 5Y | +113.8% | +68.7% | +45.2% | +92.1% |
| All | +1,449.6% | +63.3% | +1,386.3% | +1,204.5% |
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 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