+523.3%
ON vs LMT
+197.1%
+326.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.3% |
| 7D | +12.2% | +5.1% | +7.1% | +10.9% |
| 30D | -3.1% | +14.1% | -17.3% | -6.4% |
| 3M | -12.9% | +0.3% | -13.2% | -13.1% |
| 6M | -38.6% | +16.1% | -54.7% | -41.6% |
| YTD | +31.2% | +25.5% | +5.8% | +20.1% |
| 1Y | +47.6% | +34.1% | +13.5% | +32.0% |
| 3Y | +6.6% | +45.1% | -38.5% | -10.8% |
| 5Y | +21.3% | +100.9% | -79.7% | -16.5% |
| All | +523.3% | +197.1% | +326.3% | +252.1% |
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