+5,273.5%
LHX vs BWA
+3,371.1%
+1,902.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.7% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -13.2% | -5.6% | -7.6% | -12.0% |
| 3M | -18.4% | -10.7% | -7.7% | -16.3% |
| 6M | -32.0% | +23.2% | -55.1% | -36.6% |
| YTD | -13.6% | +46.0% | -59.6% | -24.2% |
| 1Y | -6.0% | +51.2% | -57.1% | -18.5% |
| 3Y | +57.9% | +69.6% | -11.6% | +28.8% |
| 5Y | +19.2% | +86.6% | -67.4% | -8.6% |
| 10Y | +232.3% | +152.3% | +80.0% | +113.9% |
| All | +5,273.5% | +3,371.1% | +1,902.4% | +1,559.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling