+32.6%
NET vs LHX
+30.3%
+2.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -1.1% |
| 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% | -9.7% |
| 6M | +18.9% | -15.1% | +34.0% | +23.1% |
| YTD | +35.2% | -10.4% | +45.6% | +36.7% |
| 1Y | +14.5% | -9.3% | +23.8% | +15.3% |
| 3Y | +313.8% | +48.2% | +265.6% | +241.8% |
| 5Y | +32.6% | +29.2% | +3.4% | +2.5% |
| All | +32.6% | +30.3% | +2.3% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling