+18.5%
LHX vs BWA
+86.5%
-68.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.4% |
| 3M | -17.6% | -7.6% | -10.0% | -17.1% |
| 6M | -30.7% | +25.0% | -55.7% | -32.6% |
| YTD | -14.3% | +47.0% | -61.3% | -18.9% |
| 1Y | -8.4% | +54.0% | -62.4% | -13.8% |
| 3Y | +56.7% | +70.7% | -14.0% | +43.0% |
| 5Y | +18.5% | +86.7% | -68.2% | +5.7% |
| All | +18.5% | +86.5% | -68.0% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling