+7,455.1%
LHX vs NSC
+5,636.1%
+1,819.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.8% | -1.4% | -3.4% | -4.3% |
| 30D | -12.7% | -3.4% | -9.4% | -11.8% |
| 3M | -17.6% | +5.1% | -22.7% | -19.2% |
| 6M | -30.7% | +9.2% | -39.9% | -33.2% |
| YTD | -14.3% | +13.4% | -27.8% | -18.6% |
| 1Y | -8.4% | +20.8% | -29.2% | -14.9% |
| 3Y | +56.7% | +76.1% | -19.4% | +24.2% |
| 5Y | +18.5% | +45.3% | -26.8% | -1.3% |
| 10Y | +229.6% | +335.7% | -106.2% | +78.0% |
| All | +7,455.1% | +5,636.1% | +1,819.1% | +1,189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling