+551.6%
LHX vs NWSA
+120.6%
+431.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -4.8% | -4.8% | 0.0% | -3.6% |
| 30D | -12.7% | +3.0% | -15.7% | -13.4% |
| 3M | -17.6% | +9.3% | -26.9% | -19.7% |
| 6M | -30.7% | +23.2% | -53.9% | -34.7% |
| YTD | -14.3% | +13.3% | -27.7% | -17.7% |
| 1Y | -8.4% | +2.9% | -11.3% | -9.8% |
| 3Y | +56.7% | +43.3% | +13.3% | +38.9% |
| 5Y | +18.5% | +40.9% | -22.4% | +2.4% |
| 10Y | +229.6% | +148.1% | +81.5% | +117.6% |
| All | +551.6% | +120.6% | +431.0% | +344.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling