+17.9%
LMT vs NRG
-18.6%
+36.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.4% | -7.9% | -1.8% |
| 7D | -6.3% | +7.1% | -13.4% | -6.6% |
| 30D | -8.5% | -1.4% | -7.1% | -8.4% |
| 3M | +1.8% | -10.5% | +12.3% | +2.1% |
| 6M | -19.9% | -26.7% | +6.8% | -18.3% |
| YTD | +10.6% | -24.5% | +35.1% | +11.8% |
| 1Y | +17.9% | -18.6% | +36.5% | +19.4% |
| All | +17.9% | -18.6% | +36.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling