+2,055.7%
LMT vs NRG
+1,484.6%
+571.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.6% |
| 7D | -0.5% | -0.2% | -0.4% | -0.6% |
| 30D | -10.8% | -6.8% | -4.0% | -10.0% |
| 3M | +1.6% | -7.1% | +8.7% | +2.0% |
| 6M | -17.6% | -27.6% | +10.0% | -14.5% |
| YTD | +11.6% | -29.2% | +40.8% | +15.9% |
| 1Y | +17.2% | -29.9% | +47.1% | +21.4% |
| 3Y | +35.7% | +198.7% | -162.9% | +5.7% |
| 5Y | +75.2% | +192.9% | -117.7% | +34.6% |
| 10Y | +190.1% | +1,084.1% | -894.1% | +70.0% |
| All | +2,055.7% | +1,484.6% | +571.1% | +1,026.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling