+2,643.6%
LHX vs NVMI
+1,965.6%
+678.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.3% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | -15.1% | -8.4% | -6.7% | -14.6% |
| 3M | -21.0% | -33.6% | +12.6% | -18.8% |
| 6M | -32.0% | -14.7% | -17.3% | -31.8% |
| YTD | -15.3% | +13.2% | -28.5% | -17.2% |
| 1Y | -11.1% | +29.0% | -40.1% | -14.1% |
| 3Y | +54.0% | +215.0% | -161.0% | +35.1% |
| 5Y | +17.1% | +268.6% | -251.4% | -0.2% |
| 10Y | +225.8% | +3,124.7% | -2,898.9% | +128.0% |
| All | +2,643.6% | +1,965.6% | +678.0% | +1,608.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling