+72.7%
NEM vs LHX
-4.2%
+76.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | +0.3% | -2.0% | +2.3% | +0.9% |
| 30D | +23.1% | -9.9% | +33.0% | +26.6% |
| 3M | +18.5% | -16.5% | +35.0% | +24.9% |
| 6M | +7.8% | -29.6% | +37.4% | +22.8% |
| YTD | +29.1% | -11.6% | +40.7% | +35.9% |
| 1Y | +72.7% | -4.1% | +76.7% | +81.7% |
| All | +72.7% | -4.2% | +76.9% | +81.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling