+18.7%
LHX vs FWONK
+97.7%
-79.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.3% | +0.1% | -4.3% | -4.3% |
| 30D | -15.1% | -7.7% | -7.4% | -14.5% |
| 3M | -21.0% | +5.7% | -26.7% | -21.4% |
| 6M | -32.0% | +13.5% | -45.5% | -32.8% |
| YTD | -15.3% | -3.0% | -12.4% | -15.2% |
| 1Y | -11.1% | -6.4% | -4.6% | -10.7% |
| 3Y | +54.0% | +43.8% | +10.2% | +47.1% |
| All | +18.7% | +97.7% | -79.0% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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