+21.3%
NOK vs LMT
+26.0%
-4.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.9% | +4.3% | -4.4% |
| 7D | -10.4% | -5.5% | -4.9% | -11.7% |
| 30D | -19.0% | +17.5% | -36.5% | -14.3% |
| 3M | -16.7% | +1.6% | -18.3% | -14.7% |
| 6M | -37.1% | +16.3% | -53.4% | -32.6% |
| YTD | +27.7% | +25.3% | +2.4% | +46.2% |
| 1Y | +21.3% | +25.9% | -4.6% | +37.7% |
| All | +21.3% | +26.0% | -4.7% | +37.7% |
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