+222.0%
LHX vs NTAP
+650.8%
-428.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.5% | -9.7% | -2.6% |
| 7D | -4.3% | +7.4% | -11.6% | -5.5% |
| 30D | -15.1% | -1.4% | -13.8% | -15.0% |
| 3M | -21.0% | +24.6% | -45.5% | -24.1% |
| 6M | -32.0% | +105.9% | -137.9% | -40.9% |
| YTD | -15.3% | +88.5% | -103.8% | -25.4% |
| 1Y | -11.1% | +62.1% | -73.1% | -19.6% |
| 3Y | +54.0% | +169.1% | -115.0% | +21.7% |
| 5Y | +17.1% | +141.9% | -124.8% | -6.9% |
| All | +222.0% | +650.8% | -428.7% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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