+17.9%
LMT vs NXT
+26.2%
-8.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.4% |
| 7D | -6.3% | -1.1% | -5.2% | -6.3% |
| 30D | -8.5% | -15.3% | +6.8% | -8.9% |
| 3M | +1.8% | -43.8% | +45.6% | +0.7% |
| 6M | -19.9% | -18.7% | -1.3% | -20.6% |
| YTD | +10.6% | -3.0% | +13.6% | +8.8% |
| 1Y | +17.9% | +22.7% | -4.8% | +16.2% |
| All | +17.9% | +26.2% | -8.3% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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