-59.2%
NKE vs LMT
+34.5%
-93.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | -8.2% | -13.1% | +4.9% | -7.3% |
| 3M | -19.1% | -3.9% | -15.2% | -18.9% |
| 6M | -32.6% | -18.3% | -14.4% | -31.8% |
| YTD | -40.7% | +10.3% | -51.1% | -41.9% |
| 1Y | -48.9% | +14.2% | -63.1% | -50.0% |
| 3Y | -59.2% | +35.0% | -94.2% | -61.2% |
| All | -59.2% | +34.5% | -93.7% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling