-32.5%
NVDL vs LHX
-9.1%
-23.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -0.6% | -18.0% | -18.6% |
| 7D | -28.8% | -7.3% | -21.5% | -28.6% |
| 30D | -44.0% | +8.5% | -52.5% | -43.9% |
| 3M | -35.6% | -9.4% | -26.3% | -34.5% |
| 6M | -25.3% | -14.0% | -11.3% | -24.1% |
| YTD | -23.3% | -11.0% | -12.3% | -29.0% |
| 1Y | -32.5% | -8.6% | -23.9% | -39.2% |
| All | -32.5% | -9.1% | -23.4% | -39.2% |
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