+222.0%
LHX vs NWSA
+149.4%
+72.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.3% | -2.8% | -1.5% | -3.6% |
| 30D | -15.1% | +3.0% | -18.2% | -15.8% |
| 3M | -21.0% | +12.3% | -33.3% | -23.3% |
| 6M | -32.0% | +21.9% | -53.9% | -35.4% |
| YTD | -15.3% | +13.6% | -28.9% | -18.4% |
| 1Y | -11.1% | +0.5% | -11.5% | -11.8% |
| 3Y | +54.0% | +43.8% | +10.3% | +38.0% |
| 5Y | +17.1% | +41.2% | -24.1% | +2.6% |
| All | +222.0% | +149.4% | +72.7% | +121.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling