+14,546.7%
NVDA vs LMT
+188.6%
+14,358.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -2.5% | -13.1% | +10.6% | +1.3% |
| 3M | +6.7% | -3.9% | +10.5% | +7.2% |
| 6M | +17.6% | -18.3% | +35.9% | +24.0% |
| YTD | +17.3% | +10.3% | +7.0% | +12.0% |
| 1Y | +23.5% | +14.2% | +9.3% | +16.2% |
| 3Y | +384.6% | +35.0% | +349.6% | +307.7% |
| 5Y | +875.4% | +73.2% | +802.2% | +584.0% |
| All | +14,546.7% | +188.6% | +14,358.1% | +8,087.1% |
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