+3,690.4%
LHX vs NTAP
+23,312.9%
-19,622.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | -3.7% | +2.2% | -5.9% | -4.1% |
| 30D | -13.2% | -7.0% | -6.1% | -12.1% |
| 3M | -18.4% | +12.3% | -30.7% | -20.2% |
| 6M | -32.0% | +85.1% | -117.1% | -39.3% |
| YTD | -13.6% | +74.8% | -88.4% | -22.5% |
| 1Y | -6.0% | +52.7% | -58.6% | -13.8% |
| 3Y | +57.9% | +147.7% | -89.7% | +30.4% |
| 5Y | +19.2% | +124.8% | -105.6% | -1.3% |
| 10Y | +232.3% | +589.7% | -357.5% | +118.4% |
| All | +3,690.4% | +23,312.9% | -19,622.5% | +1,204.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling