+791.8%
IWM vs LHX
+2,770.6%
-1,978.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.5% |
| 7D | -1.1% | -3.7% | +2.6% | +0.4% |
| 30D | -3.1% | -13.2% | +10.0% | +2.5% |
| 3M | +2.2% | -18.4% | +20.6% | +10.1% |
| 6M | +15.1% | -32.0% | +47.0% | +33.3% |
| YTD | +18.6% | -13.6% | +32.2% | +23.8% |
| 1Y | +24.0% | -6.0% | +29.9% | +24.6% |
| 3Y | +63.7% | +57.9% | +5.8% | +30.5% |
| 5Y | +38.2% | +19.2% | +19.0% | +21.0% |
| 10Y | +171.7% | +232.3% | -60.6% | +48.7% |
| All | +791.8% | +2,770.6% | -1,978.8% | +99.2% |
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