+7,369.1%
LHX vs BBWI
+980.0%
+6,389.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.6% | -2.2% |
| 7D | -4.3% | -4.8% | +0.6% | -3.5% |
| 30D | -15.1% | +3.5% | -18.6% | -15.9% |
| 3M | -21.0% | -0.3% | -20.7% | -21.5% |
| 6M | -32.0% | -5.4% | -26.6% | -32.4% |
| YTD | -15.3% | -4.7% | -10.6% | -16.3% |
| 1Y | -11.1% | -30.5% | +19.4% | -8.3% |
| 3Y | +54.0% | -44.3% | +98.3% | +58.0% |
| 5Y | +17.1% | -66.9% | +84.0% | +26.2% |
| 10Y | +225.8% | -55.3% | +281.1% | +186.0% |
| All | +7,369.1% | +980.0% | +6,389.1% | +2,448.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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