+1.0%
NVDA vs LHX
-8.3%
+9.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -3.0% |
| 7D | -7.1% | -0.3% | -6.7% | -6.9% |
| 30D | -16.2% | +9.7% | -25.9% | -16.2% |
| 3M | -5.5% | -8.5% | +3.1% | -4.6% |
| 6M | +1.1% | -15.1% | +16.2% | +2.2% |
| YTD | +7.6% | -10.4% | +18.0% | +3.4% |
| 1Y | +1.0% | -9.3% | +10.3% | -3.8% |
| All | +1.0% | -8.3% | +9.2% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling