+7,369.1%
LHX vs NYT
+758.3%
+6,610.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -4.3% | -0.6% | -3.7% | -4.1% |
| 30D | -15.1% | +4.6% | -19.7% | -16.1% |
| 3M | -21.0% | -9.6% | -11.4% | -19.4% |
| 6M | -32.0% | -14.0% | -18.0% | -30.0% |
| YTD | -15.3% | -2.8% | -12.5% | -15.6% |
| 1Y | -11.1% | +15.6% | -26.6% | -15.1% |
| 3Y | +54.0% | +56.3% | -2.3% | +34.2% |
| 5Y | +17.1% | +39.5% | -22.4% | +2.0% |
| 10Y | +225.8% | +488.0% | -262.2% | +84.3% |
| All | +7,369.1% | +758.3% | +6,610.7% | +2,998.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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