+572.1%
ON vs LMT
+191.8%
+380.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -4.7% | -0.5% | -4.2% | -4.6% |
| 30D | -13.5% | -10.8% | -2.7% | -11.0% |
| 3M | -36.3% | +1.6% | -37.9% | -37.0% |
| 6M | +17.8% | -17.6% | +35.3% | +23.5% |
| YTD | +29.6% | +11.6% | +18.0% | +22.7% |
| 1Y | +45.8% | +17.2% | +28.6% | +35.6% |
| 3Y | -28.3% | +35.7% | -64.1% | -39.4% |
| 5Y | +49.6% | +75.2% | -25.6% | +8.1% |
| All | +572.1% | +191.8% | +380.3% | +338.9% |
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