+138.6%
NOK vs LMT
+188.6%
-50.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.1% | +5.9% | +5.1% |
| 7D | +11.0% | -0.2% | +11.2% | +11.0% |
| 30D | +7.8% | -13.1% | +20.9% | +12.1% |
| 3M | -21.0% | -3.9% | -17.1% | -20.7% |
| 6M | +40.9% | -18.3% | +59.1% | +48.8% |
| YTD | +72.0% | +10.3% | +61.7% | +63.1% |
| 1Y | +140.9% | +14.2% | +126.7% | +125.2% |
| 3Y | +194.3% | +35.0% | +159.3% | +152.2% |
| 5Y | +112.5% | +73.2% | +39.3% | +56.2% |
| All | +138.6% | +188.6% | -50.0% | +44.2% |
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