+56.9%
ON vs LMT
+71.0%
-14.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | -0.2% |
| 7D | -1.9% | -1.3% | -0.5% | -1.9% |
| 30D | -11.0% | -12.5% | +1.5% | -11.4% |
| 3M | -39.3% | -0.5% | -38.9% | -39.2% |
| 6M | +19.8% | -20.0% | +39.9% | +20.9% |
| YTD | +31.1% | +10.4% | +20.7% | +30.2% |
| 1Y | +46.0% | +17.7% | +28.3% | +44.7% |
| 3Y | -27.5% | +34.3% | -61.8% | -30.2% |
| 5Y | +56.9% | +71.8% | -14.9% | +44.1% |
| All | +56.9% | +71.0% | -14.1% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling