+73.0%
LMT vs NRG
+194.8%
-121.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -0.2% | -4.7% | +4.5% | +0.1% |
| 30D | -13.1% | -6.0% | -7.1% | -12.8% |
| 3M | -3.9% | -8.0% | +4.1% | -3.7% |
| 6M | -18.3% | -23.2% | +4.9% | -17.3% |
| YTD | +10.3% | -28.1% | +38.4% | +11.9% |
| 1Y | +14.2% | -27.3% | +41.5% | +15.6% |
| 3Y | +35.0% | +208.7% | -173.7% | +13.5% |
| All | +73.0% | +194.8% | -121.8% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling