-9.3%
LHX vs NVS
+37.6%
-46.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.6% | -10.0% | -7.2% |
| 7D | -0.3% | +5.7% | -6.0% | -1.6% |
| 30D | +9.7% | +17.1% | -7.4% | +5.9% |
| 3M | -8.5% | +7.6% | -16.2% | -10.8% |
| 6M | -15.1% | +14.1% | -29.2% | -19.0% |
| YTD | -10.4% | +23.3% | -33.7% | -14.9% |
| 1Y | -9.3% | +36.0% | -45.3% | -15.6% |
| All | -9.3% | +37.6% | -46.9% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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