+41.5%
NU vs LHX
+24.7%
+16.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.5% | -2.4% |
| 7D | -4.9% | -4.3% | -0.6% | -3.9% |
| 30D | +7.8% | -15.1% | +23.0% | +11.8% |
| 3M | +20.9% | -21.0% | +41.9% | +27.2% |
| 6M | +0.9% | -32.0% | +32.9% | +9.6% |
| YTD | -12.7% | -15.3% | +2.7% | -9.7% |
| 1Y | -6.4% | -11.1% | +4.7% | -4.3% |
| 3Y | +98.1% | +54.0% | +44.1% | +77.7% |
| All | +41.5% | +24.7% | +16.8% | +18.8% |
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