+35.0%
LMT vs NVT
+190.9%
-155.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.8% | -1.1% |
| 7D | -0.2% | +4.1% | -4.3% | -0.2% |
| 30D | -13.1% | -5.1% | -7.9% | -13.1% |
| 3M | -3.9% | -1.2% | -2.7% | -4.1% |
| 6M | -18.3% | +46.6% | -64.8% | -19.1% |
| YTD | +10.3% | +60.0% | -49.6% | +9.1% |
| 1Y | +14.2% | +70.8% | -56.6% | +12.8% |
| 3Y | +35.0% | +187.5% | -152.6% | +34.4% |
| All | +35.0% | +190.9% | -155.9% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 3y: compounded portfolio wealth divided by compounded NVT 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…
3y analysis · Full analysis span regression · 6 months rolling