+222.0%
LHX vs NSC
+332.1%
-110.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -4.3% | -2.8% | -1.5% | -3.3% |
| 30D | -15.1% | -4.5% | -10.6% | -13.9% |
| 3M | -21.0% | +3.5% | -24.5% | -22.1% |
| 6M | -32.0% | +8.5% | -40.5% | -34.3% |
| YTD | -15.3% | +12.3% | -27.7% | -19.3% |
| 1Y | -11.1% | +18.9% | -30.0% | -16.9% |
| 3Y | +54.0% | +74.1% | -20.1% | +21.7% |
| 5Y | +17.1% | +43.9% | -26.8% | -2.9% |
| All | +222.0% | +332.1% | -110.0% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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