+222.0%
LHX vs NRG
+1,083.9%
-861.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.4% |
| 7D | -4.3% | -4.7% | +0.4% | -3.6% |
| 30D | -15.1% | -6.0% | -9.2% | -14.4% |
| 3M | -21.0% | -8.0% | -13.0% | -20.7% |
| 6M | -32.0% | -23.2% | -8.8% | -30.1% |
| YTD | -15.3% | -28.1% | +12.7% | -12.2% |
| 1Y | -11.1% | -27.3% | +16.2% | -8.4% |
| 3Y | +54.0% | +208.7% | -154.6% | +11.6% |
| 5Y | +17.1% | +197.7% | -180.5% | -16.0% |
| All | +222.0% | +1,083.9% | -861.9% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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