+244.8%
NEE vs LHX
+227.8%
+17.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.2% |
| 7D | -1.3% | -4.3% | +2.9% | 0.0% |
| 30D | -3.3% | -15.1% | +11.8% | +1.7% |
| 3M | -2.3% | -21.0% | +18.7% | +4.7% |
| 6M | -8.9% | -32.0% | +23.1% | +2.3% |
| YTD | +4.8% | -15.3% | +20.1% | +8.9% |
| 1Y | +18.7% | -11.1% | +29.8% | +21.0% |
| 3Y | +33.2% | +54.0% | -20.8% | +11.0% |
| 5Y | +10.9% | +17.1% | -6.3% | +0.1% |
| All | +244.8% | +227.8% | +17.0% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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