+55.8%
LHX vs BWA
+68.2%
-12.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -12.7% | -5.5% | -7.3% | -12.5% |
| 3M | -17.6% | -7.6% | -10.0% | -17.2% |
| 6M | -30.7% | +25.0% | -55.7% | -32.2% |
| YTD | -14.3% | +47.0% | -61.3% | -18.5% |
| 1Y | -8.4% | +54.0% | -62.4% | -13.3% |
| All | +55.8% | +68.2% | -12.4% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling