+17.9%
LMT vs NVD
-61.9%
+79.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -1.4% |
| 7D | -6.3% | -11.1% | +4.8% | -6.1% |
| 30D | -8.5% | -13.3% | +4.8% | -8.3% |
| 3M | +1.8% | -19.8% | +21.6% | +2.1% |
| 6M | -19.9% | -48.8% | +28.9% | -20.1% |
| YTD | +10.6% | -49.7% | +60.2% | +9.9% |
| 1Y | +17.9% | -61.4% | +79.3% | +16.9% |
| All | +17.9% | -61.9% | +79.8% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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