+112.5%
NET vs LMT
+69.3%
+43.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.9% |
| 7D | -7.0% | -6.3% | -0.7% | -6.7% |
| 30D | -4.8% | -8.5% | +3.7% | -4.4% |
| 3M | +3.8% | +1.8% | +2.0% | +3.8% |
| 6M | +50.0% | -19.9% | +70.0% | +51.7% |
| YTD | +41.5% | +10.6% | +30.9% | +41.8% |
| 1Y | +32.8% | +17.9% | +14.9% | +32.8% |
| 3Y | +335.9% | +27.0% | +308.9% | +325.9% |
| All | +112.5% | +69.3% | +43.2% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling