+11.6%
LHX vs NVTS
-16.8%
+28.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.2% |
| 7D | -4.3% | -1.4% | -2.8% | -4.2% |
| 30D | -15.1% | -16.5% | +1.4% | -15.0% |
| 3M | -21.0% | -47.6% | +26.7% | -20.4% |
| 6M | -32.0% | +7.3% | -39.3% | -32.6% |
| YTD | -15.3% | +62.9% | -78.2% | -16.8% |
| 1Y | -11.1% | +91.3% | -102.3% | -13.0% |
| 3Y | +54.0% | +43.4% | +10.6% | +48.5% |
| All | +11.6% | -16.8% | +28.4% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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