+11.0%
NEE vs LMT
+73.4%
-62.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.5% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | -3.1% | -10.8% | +7.6% | -0.9% |
| 3M | -2.4% | +1.6% | -4.0% | -3.1% |
| 6M | -8.6% | -17.6% | +9.0% | -4.9% |
| YTD | +4.9% | +11.6% | -6.7% | +0.9% |
| 1Y | +19.4% | +17.2% | +2.1% | +13.3% |
| 3Y | +34.9% | +35.7% | -0.9% | +21.9% |
| 5Y | +11.0% | +75.2% | -64.2% | +3.4% |
| All | +11.0% | +73.4% | -62.4% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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