+1,943.8%
LHX vs NRG
+1,510.3%
+433.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.5% |
| 7D | -4.3% | -4.7% | +0.4% | -3.2% |
| 30D | -15.1% | -6.0% | -9.2% | -14.2% |
| 3M | -21.0% | -8.0% | -13.0% | -20.6% |
| 6M | -32.0% | -23.2% | -8.8% | -29.3% |
| YTD | -15.3% | -28.1% | +12.7% | -11.1% |
| 1Y | -11.1% | -27.3% | +16.2% | -7.4% |
| 3Y | +54.0% | +208.7% | -154.6% | +4.8% |
| 5Y | +17.1% | +197.7% | -180.5% | -21.4% |
| 10Y | +225.8% | +1,103.3% | -877.5% | +40.5% |
| All | +1,943.8% | +1,510.3% | +433.6% | +708.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling