+23.2%
LMT vs NXT
+171.8%
-148.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -2.2% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -12.5% | -20.0% | +7.4% | -12.7% |
| 3M | -0.5% | -30.9% | +30.5% | -0.7% |
| 6M | -20.0% | -23.8% | +3.8% | -20.2% |
| YTD | +10.4% | -5.4% | +15.8% | +10.0% |
| 1Y | +17.7% | +28.0% | -10.3% | +17.2% |
| 3Y | +34.3% | +93.3% | -59.0% | +32.4% |
| All | +23.2% | +171.8% | -148.5% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling