+40.1%
LMT vs NXT
+213.5%
-173.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.3% |
| 7D | +5.1% | -9.4% | +14.5% | +4.9% |
| 30D | +14.1% | +15.1% | -1.0% | +14.4% |
| 3M | +0.3% | -9.1% | +9.4% | +0.3% |
| 6M | +16.1% | -30.3% | +46.4% | +16.0% |
| YTD | +25.5% | +9.1% | +16.4% | +25.3% |
| 1Y | +34.1% | +7.9% | +26.3% | +34.0% |
| 3Y | +45.1% | +176.5% | -131.4% | +42.9% |
| All | +40.1% | +213.5% | -173.5% | +38.1% |
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 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