+31,203.5%
NVO vs LHX
+7,762.2%
+23,441.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -7.6% | -4.3% | -3.3% | -6.9% |
| 30D | -6.0% | -15.1% | +9.2% | -3.4% |
| 3M | -0.8% | -21.0% | +20.2% | +2.8% |
| 6M | +16.5% | -32.0% | +48.5% | +23.6% |
| YTD | -11.1% | -15.3% | +4.2% | -9.1% |
| 1Y | -16.7% | -11.1% | -5.7% | -15.5% |
| 3Y | -52.9% | +54.0% | -106.9% | -56.6% |
| 5Y | -3.0% | +17.1% | -20.1% | -7.4% |
| 10Y | +147.1% | +225.8% | -78.7% | +97.2% |
| All | +31,203.5% | +7,762.2% | +23,441.3% | +18,097.2% |
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 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