-9.3%
LHX vs BWA
+17.4%
-26.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.5% | -3.9% | -6.6% |
| 7D | -0.3% | -9.9% | +9.6% | -0.8% |
| 30D | +9.7% | -16.4% | +26.0% | +8.9% |
| 3M | -8.5% | -19.8% | +11.3% | -9.3% |
| 6M | -15.1% | -10.0% | -5.1% | -15.7% |
| YTD | -10.4% | +12.7% | -23.2% | -15.0% |
| 1Y | -9.3% | +15.7% | -25.0% | -14.5% |
| All | -9.3% | +17.4% | -26.7% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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