+13.8%
LHX vs NVTS
-17.0%
+30.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -2.0% |
| 7D | -3.7% | +3.5% | -7.2% | -3.8% |
| 30D | -13.2% | -11.9% | -1.2% | -13.0% |
| 3M | -18.4% | -49.2% | +30.9% | -17.7% |
| 6M | -32.0% | +38.4% | -70.4% | -32.8% |
| YTD | -13.6% | +62.5% | -76.1% | -15.1% |
| 1Y | -6.0% | +101.4% | -107.4% | -8.1% |
| 3Y | +57.9% | +40.4% | +17.5% | +52.3% |
| All | +13.8% | -17.0% | +30.8% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling