+61.5%
LMT vs NVTS
-16.8%
+78.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.1% |
| 7D | -0.2% | -1.4% | +1.2% | -0.2% |
| 30D | -13.1% | -16.5% | +3.4% | -13.2% |
| 3M | -3.9% | -47.6% | +43.8% | -4.1% |
| 6M | -18.3% | +7.3% | -25.5% | -18.2% |
| YTD | +10.3% | +62.9% | -52.5% | +10.7% |
| 1Y | +14.2% | +91.3% | -77.0% | +15.1% |
| 3Y | +35.0% | +43.4% | -8.4% | +37.3% |
| All | +61.5% | -16.8% | +78.3% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 10y: compounded portfolio wealth divided by compounded NVTS 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…
10y analysis · Full analysis span regression · 6 months rolling