+22.0%
LMT vs NVDL
+2,480.8%
-2,458.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.7% | +5.8% | +1.0% |
| 7D | -0.5% | -8.7% | +8.2% | -0.7% |
| 30D | -10.8% | -1.3% | -9.5% | -10.7% |
| 3M | +1.6% | +11.4% | -9.8% | +2.0% |
| 6M | -17.6% | +22.9% | -40.4% | -17.0% |
| YTD | +11.6% | +15.4% | -3.8% | +12.2% |
| 1Y | +17.2% | +18.8% | -1.5% | +18.2% |
| 3Y | +35.7% | +641.4% | -605.7% | +44.8% |
| All | +22.0% | +2,480.8% | -2,458.8% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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