-22.5%
KWEB vs LHX
+227.8%
-250.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -5.6% | -4.3% | -1.3% | -5.0% |
| 30D | -10.7% | -15.1% | +4.5% | -8.5% |
| 3M | -7.4% | -21.0% | +13.6% | -4.3% |
| 6M | -19.3% | -32.0% | +12.7% | -14.7% |
| YTD | -27.8% | -15.3% | -12.4% | -26.3% |
| 1Y | -35.9% | -11.1% | -24.9% | -35.2% |
| 3Y | -1.9% | +54.0% | -55.9% | -9.9% |
| 5Y | -43.2% | +17.1% | -60.3% | -47.0% |
| All | -22.5% | +227.8% | -250.3% | -46.3% |
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