+222.0%
LHX vs NVS
+179.5%
+42.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -4.3% | -14.3% | +10.0% | +1.3% |
| 30D | -15.1% | -10.0% | -5.2% | -12.3% |
| 3M | -21.0% | -10.9% | -10.1% | -18.1% |
| 6M | -32.0% | -12.0% | -20.0% | -29.2% |
| YTD | -15.3% | +2.5% | -17.8% | -17.6% |
| 1Y | -11.1% | +10.7% | -21.7% | -16.5% |
| 3Y | +54.0% | +53.3% | +0.7% | +22.7% |
| 5Y | +17.1% | +93.6% | -76.5% | -18.4% |
| All | +222.0% | +179.5% | +42.5% | +103.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling