+14,546.7%
NVDA vs LHX
+227.8%
+14,318.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -5.1% | -4.3% | -0.9% | -3.8% |
| 30D | -2.5% | -15.1% | +12.7% | +2.9% |
| 3M | +6.7% | -21.0% | +27.6% | +14.5% |
| 6M | +17.6% | -32.0% | +49.6% | +32.8% |
| YTD | +17.3% | -15.3% | +32.6% | +21.7% |
| 1Y | +23.5% | -11.1% | +34.6% | +25.5% |
| 3Y | +384.6% | +54.0% | +330.6% | +286.1% |
| 5Y | +875.4% | +17.1% | +858.3% | +747.7% |
| All | +14,546.7% | +227.8% | +14,318.9% | +6,982.5% |
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