+223.9%
NXPI vs LHX
+227.8%
-3.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +4.8% |
| 7D | +3.9% | -4.3% | +8.1% | +5.1% |
| 30D | +1.4% | -15.1% | +16.5% | +6.1% |
| 3M | -21.5% | -21.0% | -0.6% | -16.6% |
| 6M | +19.4% | -32.0% | +51.4% | +32.7% |
| YTD | +9.9% | -15.3% | +25.3% | +13.3% |
| 1Y | +7.9% | -11.1% | +18.9% | +9.3% |
| 3Y | +22.7% | +54.0% | -31.3% | +1.9% |
| 5Y | +22.1% | +17.1% | +4.9% | +8.4% |
| All | +223.9% | +227.8% | -3.9% | +164.8% |
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