+3,177.3%
LHX vs NVS
+1,076.7%
+2,100.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.8% | -15.7% | +10.9% | +1.3% |
| 30D | -12.7% | -11.1% | -1.7% | -9.4% |
| 3M | -17.6% | -7.2% | -10.5% | -16.0% |
| 6M | -30.7% | -12.3% | -18.4% | -27.8% |
| YTD | -14.3% | +2.8% | -17.1% | -16.3% |
| 1Y | -8.4% | +11.9% | -20.3% | -13.7% |
| 3Y | +56.7% | +55.1% | +1.6% | +27.9% |
| 5Y | +18.5% | +94.1% | -75.6% | -12.9% |
| 10Y | +229.6% | +181.2% | +48.3% | +107.2% |
| All | +3,177.3% | +1,076.7% | +2,100.6% | +1,198.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling