+18.7%
LHX vs NVMI
+261.9%
-243.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | -15.1% | -8.4% | -6.7% | -15.0% |
| 3M | -21.0% | -33.6% | +12.6% | -20.3% |
| 6M | -32.0% | -14.7% | -17.3% | -32.2% |
| YTD | -15.3% | +13.2% | -28.5% | -16.2% |
| 1Y | -11.1% | +29.0% | -40.1% | -12.2% |
| 3Y | +54.0% | +215.0% | -161.0% | +48.0% |
| All | +18.7% | +261.9% | -243.2% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 5y: compounded portfolio wealth divided by compounded NVMI 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…
5y analysis · Full analysis span regression · 6 months rolling