+302.3%
NEM vs LHX
+227.8%
+74.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.8% |
| 7D | -1.0% | -4.3% | +3.3% | -0.1% |
| 30D | +7.8% | -15.1% | +23.0% | +11.5% |
| 3M | +30.2% | -21.0% | +51.2% | +36.4% |
| 6M | +9.6% | -32.0% | +41.6% | +18.6% |
| YTD | +27.8% | -15.3% | +43.1% | +32.1% |
| 1Y | +60.7% | -11.1% | +71.8% | +64.3% |
| 3Y | +245.3% | +54.0% | +191.3% | +215.6% |
| 5Y | +155.3% | +17.1% | +138.2% | +144.5% |
| All | +302.3% | +227.8% | +74.5% | +180.3% |
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