+1,917.8%
LMT vs NLY
+1,197.0%
+720.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | -0.2% | -4.0% | +3.8% | +0.6% |
| 30D | -13.1% | -5.2% | -7.8% | -12.1% |
| 3M | -3.9% | +2.8% | -6.7% | -4.5% |
| 6M | -18.3% | +4.2% | -22.5% | -19.1% |
| YTD | +10.3% | +4.7% | +5.7% | +9.0% |
| 1Y | +14.2% | +12.7% | +1.5% | +11.0% |
| 3Y | +35.0% | +62.5% | -27.6% | +20.3% |
| 5Y | +73.2% | +26.3% | +46.9% | +60.1% |
| 10Y | +186.8% | +81.0% | +105.9% | +138.9% |
| All | +1,917.8% | +1,197.0% | +720.8% | +1,172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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