+2,490.2%
NVDL vs LHX
+20.3%
+2,469.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.2% |
| 7D | -10.3% | -4.3% | -6.1% | -10.3% |
| 30D | -7.1% | -15.1% | +8.0% | -7.1% |
| 3M | +6.6% | -21.0% | +27.5% | +6.6% |
| 6M | +21.1% | -32.0% | +53.1% | +21.4% |
| YTD | +15.2% | -15.3% | +30.5% | +15.6% |
| 1Y | +18.8% | -11.1% | +29.8% | +19.6% |
| 3Y | +649.9% | +54.0% | +595.9% | +723.2% |
| All | +2,490.2% | +20.3% | +2,469.9% | +2,720.1% |
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