+222.0%
LHX vs NOC
+192.5%
+29.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.3% | +0.8% | -5.0% | -4.8% |
| 30D | -15.1% | -9.7% | -5.4% | -9.0% |
| 3M | -21.0% | -5.6% | -15.3% | -17.8% |
| 6M | -32.0% | -28.6% | -3.4% | -14.5% |
| YTD | -15.3% | -7.9% | -7.4% | -10.9% |
| 1Y | -11.1% | -9.5% | -1.5% | -5.4% |
| 3Y | +54.0% | +28.4% | +25.6% | +23.3% |
| 5Y | +17.1% | +59.0% | -41.8% | -21.7% |
| All | +222.0% | +192.5% | +29.6% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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