+5,990.1%
NKE vs LMT
+11,692.1%
-5,702.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.4% |
| 7D | -2.3% | -1.3% | -1.0% | -2.0% |
| 30D | -10.4% | -12.5% | +2.1% | -7.2% |
| 3M | -15.5% | -0.5% | -15.0% | -15.7% |
| 6M | -32.6% | -20.0% | -12.6% | -29.0% |
| YTD | -39.8% | +10.4% | -50.2% | -42.1% |
| 1Y | -47.6% | +17.7% | -65.3% | -50.6% |
| 3Y | -59.0% | +34.3% | -93.3% | -63.3% |
| 5Y | -74.9% | +71.8% | -146.8% | -79.5% |
| 10Y | -21.9% | +187.0% | -208.9% | -44.8% |
| All | +5,990.1% | +11,692.1% | -5,702.0% | +1,627.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling