-9.3%
LHX vs NWSA
+18.2%
-27.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.7% | -10.2% | -6.8% |
| 7D | -0.3% | +4.3% | -4.6% | -0.7% |
| 30D | +9.7% | +5.6% | +4.1% | +9.1% |
| 3M | -8.5% | +7.3% | -15.8% | -9.1% |
| 6M | -15.1% | +18.8% | -33.9% | -16.4% |
| YTD | -10.4% | +17.9% | -28.3% | -12.3% |
| 1Y | -9.3% | +19.3% | -28.6% | -11.5% |
| All | -9.3% | +18.2% | -27.5% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling