+7,273.1%
NEE vs LMT
+11,955.0%
-4,681.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | 0.0% |
| 7D | +1.1% | -1.5% | +2.6% | +1.4% |
| 30D | -0.2% | -8.2% | +8.0% | +1.6% |
| 3M | +0.5% | +3.7% | -3.2% | -0.7% |
| 6M | -6.5% | -19.2% | +12.6% | -2.5% |
| YTD | +6.7% | +12.9% | -6.2% | +2.9% |
| 1Y | +23.6% | +19.8% | +3.8% | +17.5% |
| 3Y | +37.1% | +37.3% | -0.1% | +25.3% |
| 5Y | +10.9% | +74.4% | -63.5% | -4.6% |
| 10Y | +245.4% | +188.9% | +56.5% | +165.6% |
| All | +7,273.1% | +11,955.0% | -4,681.8% | +3,278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling