+54.0%
LHX vs NVD
-99.1%
+153.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -4.3% | +10.8% | -15.1% | -4.2% |
| 30D | -15.1% | +0.8% | -15.9% | -15.1% |
| 3M | -21.0% | -20.8% | -0.1% | -21.0% |
| 6M | -32.0% | -41.2% | +9.2% | -32.1% |
| YTD | -15.3% | -44.2% | +28.9% | -15.5% |
| 1Y | -11.1% | -54.2% | +43.1% | -11.3% |
| 3Y | +54.0% | -99.1% | +153.1% | +64.7% |
| All | +54.0% | -99.1% | +153.1% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling