+222.0%
LHX vs NDAQ
+368.2%
-146.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.9% |
| 7D | -4.3% | -5.6% | +1.3% | -2.1% |
| 30D | -15.1% | -4.4% | -10.8% | -13.7% |
| 3M | -21.0% | +5.9% | -26.8% | -23.2% |
| 6M | -32.0% | +7.7% | -39.7% | -34.5% |
| YTD | -15.3% | -5.2% | -10.2% | -14.7% |
| 1Y | -11.1% | -3.4% | -7.7% | -11.3% |
| 3Y | +54.0% | +85.6% | -31.6% | +14.2% |
| 5Y | +17.1% | +49.5% | -32.4% | -6.8% |
| All | +222.0% | +368.2% | -146.2% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 10y: compounded portfolio wealth divided by compounded NDAQ 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…
10y analysis · Full analysis span regression · 6 months rolling