+448.2%
NFLX vs LMT
+197.1%
+251.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.6% |
| 7D | -2.0% | +5.1% | -7.1% | -3.1% |
| 30D | -11.9% | +14.1% | -26.1% | -14.9% |
| 3M | -20.6% | +0.3% | -20.9% | -21.0% |
| 6M | -29.0% | +16.1% | -45.1% | -32.0% |
| YTD | -33.7% | +25.5% | -59.2% | -37.9% |
| 1Y | -46.2% | +34.1% | -80.3% | -50.4% |
| 3Y | +39.8% | +45.1% | -5.3% | +23.4% |
| 5Y | -9.0% | +100.9% | -109.9% | -29.5% |
| All | +448.2% | +197.1% | +251.1% | +241.2% |
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