-9.3%
LHX vs NI
+9.5%
-18.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.5% | -8.0% | -7.0% |
| 7D | -0.3% | +3.9% | -4.3% | -1.7% |
| 30D | +9.7% | +15.3% | -5.6% | +4.7% |
| 3M | -8.5% | +2.4% | -10.9% | -9.7% |
| 6M | -15.1% | -4.5% | -10.6% | -14.4% |
| YTD | -10.4% | +11.4% | -21.8% | -16.8% |
| 1Y | -9.3% | +8.5% | -17.8% | -14.8% |
| All | -9.3% | +9.5% | -18.8% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling