+1,381.0%
NET vs LHX
+41.8%
+1,339.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -1.0% |
| 7D | -16.4% | -0.3% | -16.0% | -16.4% |
| 30D | -25.8% | +9.7% | -35.5% | -27.7% |
| 3M | -11.5% | -8.5% | -3.0% | -9.8% |
| 6M | +18.9% | -15.1% | +34.0% | +23.0% |
| YTD | +35.2% | -10.4% | +45.6% | +37.0% |
| 1Y | +14.5% | -9.3% | +23.8% | +15.6% |
| 3Y | +313.8% | +48.2% | +265.6% | +255.8% |
| 5Y | +32.6% | +29.2% | +3.4% | +16.7% |
| All | +1,381.0% | +41.8% | +1,339.2% | +1,134.8% |
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