+109.8%
LMT vs NTR
+98.7%
+11.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.5% | +1.6% |
| 7D | -0.5% | -2.5% | +1.9% | 0.0% |
| 30D | -10.8% | +17.0% | -27.8% | -13.9% |
| 3M | +1.6% | +22.2% | -20.6% | -3.0% |
| 6M | -17.6% | +5.2% | -22.7% | -19.1% |
| YTD | +11.6% | +29.7% | -18.1% | +4.2% |
| 1Y | +17.2% | +39.4% | -22.2% | +7.3% |
| 3Y | +35.7% | +38.2% | -2.5% | +22.5% |
| 5Y | +75.2% | +47.6% | +27.6% | +46.4% |
| All | +109.8% | +98.7% | +11.1% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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