+1,449.6%
NET vs LHX
+40.0%
+1,409.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.5% |
| 7D | -7.0% | -2.0% | -5.0% | -6.5% |
| 30D | -4.8% | -9.9% | +5.1% | -2.3% |
| 3M | +3.8% | -16.5% | +20.3% | +8.2% |
| 6M | +50.0% | -29.6% | +79.6% | +63.5% |
| YTD | +41.5% | -11.6% | +53.0% | +44.2% |
| 1Y | +32.8% | -4.1% | +36.9% | +31.9% |
| 3Y | +335.9% | +53.3% | +282.6% | +271.2% |
| 5Y | +113.8% | +22.3% | +91.6% | +91.2% |
| All | +1,449.6% | +40.0% | +1,409.5% | +1,199.6% |
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