+514.0%
NOW vs LHX
+215.8%
+298.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +0.3% | +4.8% | -4.5% | -1.1% |
| 30D | -27.0% | +14.7% | -41.6% | -30.7% |
| 3M | -19.6% | -5.1% | -14.5% | -19.0% |
| 6M | +17.5% | -9.9% | +27.4% | +19.8% |
| YTD | -33.3% | -6.1% | -27.2% | -33.6% |
| 1Y | -39.8% | -4.0% | -35.8% | -40.7% |
| 3Y | -19.9% | +56.9% | -76.8% | -34.6% |
| 5Y | -26.1% | +36.6% | -62.6% | -38.0% |
| All | +514.0% | +215.8% | +298.2% | +231.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling