+25.9%
LMT vs NTAP
+66.6%
-40.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.2% | -6.9% |
| 7D | -5.5% | -16.1% | +10.6% | -6.1% |
| 30D | +17.5% | -15.9% | +33.4% | +16.7% |
| 3M | +1.6% | -1.2% | +2.8% | +1.2% |
| 6M | +16.3% | +70.1% | -53.8% | +16.7% |
| YTD | +25.3% | +77.9% | -52.7% | +26.0% |
| 1Y | +25.9% | +68.1% | -42.3% | +25.5% |
| All | +25.9% | +66.6% | -40.7% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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