+31.3%
NFLX vs LHX
+16.3%
+15.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +2.0% |
| 7D | -1.1% | -4.3% | +3.2% | -0.6% |
| 30D | +4.3% | -15.1% | +19.4% | +6.4% |
| 3M | -4.8% | -21.0% | +16.2% | -2.2% |
| 6M | -18.4% | -32.0% | +13.6% | -14.9% |
| YTD | -17.4% | -15.3% | -2.1% | -16.1% |
| 1Y | -35.7% | -11.1% | -24.6% | -35.1% |
| 3Y | +73.8% | +54.0% | +19.8% | +60.2% |
| All | +31.3% | +16.3% | +15.1% | +26.1% |
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