-17.6%
LMT vs NRG
-28.0%
+10.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.1% |
| 7D | -0.5% | -0.2% | -0.4% | -0.5% |
| 30D | -10.8% | -6.8% | -4.0% | -10.6% |
| 3M | +1.6% | -7.1% | +8.7% | +1.2% |
| 6M | -17.6% | -27.6% | +10.0% | -16.9% |
| All | -17.6% | -28.0% | +10.4% | -16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling