+17.2%
LMT vs NXT
+26.5%
-9.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.1% |
| 7D | -0.5% | -2.6% | +2.0% | -0.6% |
| 30D | -10.8% | -22.4% | +11.7% | -11.4% |
| 3M | +1.6% | -27.3% | +28.9% | +0.7% |
| 6M | -17.6% | -28.5% | +10.9% | -18.1% |
| YTD | +11.6% | -6.6% | +18.2% | +10.0% |
| 1Y | +17.2% | +20.4% | -3.1% | +20.1% |
| All | +17.2% | +26.5% | -9.2% | +20.1% |
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