+115.1%
NOK vs LHX
+16.3%
+98.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.1% | +5.9% | +4.9% |
| 7D | +11.0% | -4.3% | +15.2% | +11.4% |
| 30D | +7.8% | -15.1% | +23.0% | +9.5% |
| 3M | -21.0% | -21.0% | 0.0% | -19.2% |
| 6M | +40.9% | -32.0% | +72.9% | +47.6% |
| YTD | +72.0% | -15.3% | +87.4% | +74.8% |
| 1Y | +140.9% | -11.1% | +152.0% | +142.7% |
| 3Y | +194.3% | +54.0% | +140.2% | +169.5% |
| All | +115.1% | +16.3% | +98.9% | +95.3% |
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