+468.1%
NEM vs LHX
+7,852.8%
-7,384.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -3.3% | -4.8% | +1.5% | -2.5% |
| 30D | +7.8% | -12.7% | +20.6% | +10.1% |
| 3M | +36.3% | -17.6% | +53.9% | +40.1% |
| 6M | +6.6% | -30.7% | +37.3% | +12.5% |
| YTD | +27.1% | -14.3% | +41.5% | +29.9% |
| 1Y | +62.3% | -8.4% | +70.7% | +64.1% |
| 3Y | +245.1% | +56.7% | +188.4% | +220.3% |
| 5Y | +154.0% | +18.5% | +135.5% | +144.5% |
| 10Y | +311.0% | +229.6% | +81.4% | +233.8% |
| All | +468.1% | +7,852.8% | -7,384.6% | +272.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling