-16.7%
NVO vs LHX
-9.5%
-7.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -7.6% | -4.3% | -3.3% | -6.8% |
| 30D | -6.0% | -15.1% | +9.2% | -3.0% |
| 3M | -0.8% | -21.0% | +20.2% | +4.5% |
| 6M | +16.5% | -32.0% | +48.5% | +29.2% |
| YTD | -11.1% | -15.3% | +4.2% | -10.5% |
| 1Y | -16.7% | -11.1% | -5.7% | -15.3% |
| All | -16.7% | -9.5% | -7.2% | -15.3% |
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