+2,353.1%
LHX vs NDAQ
+2,281.8%
+71.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | -2.5% | -2.6% | +0.1% | -1.8% |
| 30D | -10.4% | +0.5% | -10.8% | -10.5% |
| 3M | -14.9% | +9.9% | -24.9% | -17.5% |
| 6M | -29.6% | +8.2% | -37.8% | -31.5% |
| YTD | -11.8% | -1.5% | -10.3% | -12.3% |
| 1Y | -5.1% | +1.3% | -6.4% | -6.4% |
| 3Y | +61.3% | +92.6% | -31.3% | +32.1% |
| 5Y | +22.4% | +53.8% | -31.4% | +5.0% |
| 10Y | +232.2% | +376.0% | -143.7% | +109.0% |
| All | +2,353.1% | +2,281.8% | +71.4% | +1,000.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling