+1,762.6%
NOK vs LHX
+4,924.2%
-3,161.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.1% | +5.9% | +5.3% |
| 7D | +11.0% | -4.3% | +15.2% | +13.2% |
| 30D | +7.8% | -15.1% | +23.0% | +16.3% |
| 3M | -21.0% | -21.0% | 0.0% | -13.0% |
| 6M | +40.9% | -32.0% | +72.9% | +66.3% |
| YTD | +72.0% | -15.3% | +87.4% | +81.4% |
| 1Y | +140.9% | -11.1% | +152.0% | +146.6% |
| 3Y | +194.3% | +54.0% | +140.2% | +123.6% |
| 5Y | +112.5% | +17.1% | +95.4% | +77.7% |
| 10Y | +137.7% | +225.8% | -88.1% | +9.4% |
| All | +1,762.6% | +4,924.2% | -3,161.6% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling