+7,517.2%
LHX vs NOC
+16,477.4%
-8,960.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -3.7% | -1.6% | -2.1% | -3.1% |
| 30D | -13.2% | -10.4% | -2.8% | -9.3% |
| 3M | -18.4% | -5.6% | -12.7% | -16.4% |
| 6M | -32.0% | -30.4% | -1.6% | -21.4% |
| YTD | -13.6% | -8.5% | -5.2% | -10.5% |
| 1Y | -6.0% | -8.3% | +2.4% | -2.6% |
| 3Y | +57.9% | +28.2% | +29.7% | +42.0% |
| 5Y | +19.2% | +56.7% | -37.5% | -0.2% |
| 10Y | +232.3% | +189.3% | +42.9% | +130.8% |
| All | +7,517.2% | +16,477.4% | -8,960.2% | +2,264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling