+24.9%
LMT vs NTRS
+37.4%
-12.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.6% | -2.7% |
| 7D | -10.5% | -0.9% | -9.6% | -10.3% |
| 30D | +12.9% | +1.1% | +11.8% | +12.8% |
| 3M | +0.4% | -6.6% | +7.0% | +1.4% |
| 6M | +14.7% | +7.1% | +7.6% | +13.9% |
| YTD | +21.3% | +27.4% | -6.1% | +18.6% |
| 1Y | +24.9% | +36.5% | -11.6% | +24.3% |
| All | +24.9% | +37.4% | -12.5% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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