+25.9%
LHX vs NXT
+173.5%
-147.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | -4.3% | -1.9% | -2.3% | -4.2% |
| 30D | -15.1% | -20.0% | +4.9% | -14.8% |
| 3M | -21.0% | -30.7% | +9.8% | -20.4% |
| 6M | -32.0% | -29.0% | -3.0% | -31.7% |
| YTD | -15.3% | -4.8% | -10.5% | -15.7% |
| 1Y | -11.1% | +22.8% | -33.9% | -12.0% |
| 3Y | +54.0% | +93.9% | -39.9% | +47.3% |
| All | +25.9% | +173.5% | -147.5% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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