-47.4%
NKE vs LMT
+19.5%
-66.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.9% |
| 7D | -2.0% | -6.3% | +4.3% | -1.9% |
| 30D | -8.6% | -8.5% | -0.1% | -8.5% |
| 3M | -11.0% | +1.8% | -12.9% | -10.9% |
| 6M | -33.2% | -19.9% | -13.3% | -33.9% |
| YTD | -38.1% | +10.6% | -48.7% | -39.3% |
| 1Y | -47.4% | +17.9% | -65.3% | -47.7% |
| All | -47.4% | +19.5% | -66.8% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling