+14.2%
LMT vs NWSA
+3.0%
+11.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.2% | -2.8% | +2.6% | -0.3% |
| 30D | -13.1% | +3.0% | -16.1% | -13.0% |
| 3M | -3.9% | +12.3% | -16.2% | -4.2% |
| 6M | -18.3% | +21.9% | -40.1% | -18.5% |
| YTD | +10.3% | +13.6% | -3.2% | +11.4% |
| 1Y | +14.2% | +0.5% | +13.8% | +17.6% |
| All | +14.2% | +3.0% | +11.2% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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