-27.5%
ON vs LMT
+34.6%
-62.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | -0.5% |
| 7D | -1.9% | -1.3% | -0.5% | -2.1% |
| 30D | -11.0% | -12.5% | +1.5% | -12.9% |
| 3M | -39.3% | -0.5% | -38.9% | -38.9% |
| 6M | +19.8% | -20.0% | +39.9% | +18.4% |
| YTD | +31.1% | +10.4% | +20.7% | +32.8% |
| 1Y | +46.0% | +17.7% | +28.3% | +49.2% |
| All | -27.5% | +34.6% | -62.0% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling