-11.1%
LHX vs NXT
+23.4%
-34.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -20.5% |
| 6M | -32.0% | -29.0% | -3.0% | -31.8% |
| YTD | -15.3% | -4.8% | -10.5% | -16.5% |
| 1Y | -11.1% | +22.8% | -33.9% | -3.4% |
| All | -11.1% | +23.4% | -34.4% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling