+95.4%
LMT vs NVT
+712.1%
-616.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.8% |
| 7D | -1.3% | +7.0% | -8.3% | -2.3% |
| 30D | -12.5% | -2.3% | -10.2% | -12.3% |
| 3M | -0.5% | -3.1% | +2.6% | -0.7% |
| 6M | -20.0% | +47.0% | -67.1% | -26.0% |
| YTD | +10.4% | +56.2% | -45.8% | +0.9% |
| 1Y | +17.7% | +74.5% | -56.8% | +5.0% |
| 3Y | +34.3% | +184.0% | -149.7% | +4.7% |
| 5Y | +71.8% | +410.8% | -338.9% | +12.8% |
| All | +95.4% | +712.1% | -616.7% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling