+36.2%
NOK vs LHX
-31.5%
+67.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.4% |
| 7D | +8.7% | -4.8% | +13.5% | +7.8% |
| 30D | +12.5% | -12.7% | +25.2% | +10.0% |
| 3M | -20.7% | -17.6% | -3.1% | -21.6% |
| 6M | +36.2% | -30.7% | +66.9% | +63.9% |
| All | +36.2% | -31.5% | +67.6% | +63.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling