+35.0%
LMT vs NWSA
+43.3%
-8.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.2% | -2.8% | +2.6% | -0.1% |
| 30D | -13.1% | +3.0% | -16.1% | -13.2% |
| 3M | -3.9% | +12.3% | -16.2% | -4.5% |
| 6M | -18.3% | +21.9% | -40.1% | -19.1% |
| YTD | +10.3% | +13.6% | -3.2% | +9.8% |
| 1Y | +14.2% | +0.5% | +13.8% | +14.6% |
| 3Y | +35.0% | +43.8% | -8.8% | +34.4% |
| All | +35.0% | +43.3% | -8.3% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling