-11.1%
LHX vs BWA
+55.6%
-66.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.1% |
| 7D | -4.3% | -1.3% | -2.9% | -4.3% |
| 30D | -15.1% | -2.9% | -12.2% | -15.2% |
| 3M | -21.0% | -10.7% | -10.2% | -20.7% |
| 6M | -32.0% | +26.5% | -58.5% | -32.3% |
| YTD | -15.3% | +49.1% | -64.4% | -20.4% |
| 1Y | -11.1% | +52.1% | -63.1% | -15.8% |
| All | -11.1% | +55.6% | -66.6% | -15.8% |
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