+196.2%
ON vs LMT
+3,897.9%
-3,701.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -5.2% |
| 7D | -2.2% | -1.5% | -0.6% | -1.7% |
| 30D | -12.4% | -8.2% | -4.2% | -9.7% |
| 3M | -41.2% | +3.7% | -44.9% | -42.7% |
| 6M | +25.0% | -19.2% | +44.2% | +33.6% |
| YTD | +31.3% | +12.9% | +18.4% | +21.8% |
| 1Y | +45.4% | +19.8% | +25.6% | +31.4% |
| 3Y | -27.4% | +37.3% | -64.7% | -40.6% |
| 5Y | +58.5% | +74.4% | -15.9% | +13.1% |
| 10Y | +561.8% | +188.9% | +372.9% | +268.0% |
| All | +196.2% | +3,897.9% | -3,701.7% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling