-33.2%
KWEB vs LHX
-9.1%
-24.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | +8.6% | -7.3% | +15.9% | +8.9% |
| 30D | +0.9% | +8.5% | -7.6% | -0.1% |
| 3M | -13.2% | -9.4% | -3.9% | -12.7% |
| 6M | -13.2% | -14.0% | +0.7% | -12.5% |
| YTD | -27.3% | -11.0% | -16.3% | -27.7% |
| 1Y | -33.2% | -8.6% | -24.6% | -34.0% |
| All | -33.2% | -9.1% | -24.1% | -34.0% |
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