+18.7%
LHX vs NVS
+92.9%
-74.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.3% | -14.3% | +10.0% | -0.6% |
| 30D | -15.1% | -10.0% | -5.2% | -13.3% |
| 3M | -21.0% | -10.9% | -10.1% | -19.0% |
| 6M | -32.0% | -12.0% | -20.0% | -30.2% |
| YTD | -15.3% | +2.5% | -17.8% | -16.8% |
| 1Y | -11.1% | +10.7% | -21.7% | -14.7% |
| 3Y | +54.0% | +53.3% | +0.7% | +32.9% |
| All | +18.7% | +92.9% | -74.2% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling