+1,559.5%
HWM vs LHX
+220.8%
+1,338.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +1.4% |
| 7D | -11.4% | -4.3% | -7.2% | -9.1% |
| 30D | -18.5% | -15.1% | -3.3% | -10.0% |
| 3M | -13.2% | -21.0% | +7.8% | -0.8% |
| 6M | -8.7% | -32.0% | +23.3% | +14.6% |
| YTD | +12.2% | -15.3% | +27.5% | +21.8% |
| 1Y | +24.9% | -11.1% | +36.0% | +31.0% |
| 3Y | +383.9% | +54.0% | +329.9% | +247.1% |
| 5Y | +646.1% | +17.1% | +629.0% | +515.8% |
| All | +1,559.5% | +220.8% | +1,338.7% | +661.5% |
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