-9.3%
LHX vs NVD
-27.4%
+18.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.5% | -12.9% | -6.4% |
| 7D | -0.3% | +15.0% | -15.3% | -0.3% |
| 30D | +9.7% | +39.3% | -29.6% | +9.8% |
| 3M | -8.5% | +3.1% | -11.7% | -8.7% |
| 6M | -15.1% | -19.0% | +3.9% | -15.5% |
| YTD | -10.4% | -35.5% | +25.1% | -12.5% |
| 1Y | -9.3% | -30.2% | +20.9% | -10.7% |
| All | -9.3% | -27.4% | +18.1% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling