+46.2%
LHX vs NVDX
+772.1%
-725.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -4.3% | -10.2% | +6.0% | -4.2% |
| 30D | -15.1% | -7.3% | -7.8% | -15.1% |
| 3M | -21.0% | +5.5% | -26.5% | -21.0% |
| 6M | -32.0% | +18.3% | -50.3% | -32.1% |
| YTD | -15.3% | +11.4% | -26.8% | -15.5% |
| 1Y | -11.1% | +12.7% | -23.7% | -11.3% |
| All | +46.2% | +772.1% | -725.9% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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