+2,211.3%
LHX vs NLY
+1,197.0%
+1,014.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | -4.3% | -4.0% | -0.3% | -3.3% |
| 30D | -15.1% | -5.2% | -9.9% | -14.0% |
| 3M | -21.0% | +2.8% | -23.8% | -21.6% |
| 6M | -32.0% | +4.2% | -36.2% | -32.8% |
| YTD | -15.3% | +4.7% | -20.0% | -16.5% |
| 1Y | -11.1% | +12.7% | -23.8% | -14.0% |
| 3Y | +54.0% | +62.5% | -8.5% | +34.2% |
| 5Y | +17.1% | +26.3% | -9.2% | +7.0% |
| 10Y | +225.8% | +81.0% | +144.8% | +162.7% |
| All | +2,211.3% | +1,197.0% | +1,014.2% | +1,281.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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