+54.0%
LHX vs NTR
+36.8%
+17.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | -4.3% | -1.3% | -3.0% | -4.1% |
| 30D | -15.1% | +16.8% | -31.9% | -17.0% |
| 3M | -21.0% | +20.7% | -41.7% | -23.1% |
| 6M | -32.0% | +0.5% | -32.5% | -32.4% |
| YTD | -15.3% | +29.2% | -44.5% | -19.1% |
| 1Y | -11.1% | +39.6% | -50.6% | -16.3% |
| 3Y | +54.0% | +37.9% | +16.1% | +48.3% |
| All | +54.0% | +36.8% | +17.3% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling