+54.0%
LHX vs GWW
+89.6%
-35.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -4.3% | -3.4% | -0.9% | -3.5% |
| 30D | -15.1% | -1.9% | -13.2% | -14.8% |
| 3M | -21.0% | -2.4% | -18.6% | -20.7% |
| 6M | -32.0% | +15.7% | -47.7% | -35.0% |
| YTD | -15.3% | +27.6% | -42.9% | -21.6% |
| 1Y | -11.1% | +27.2% | -38.2% | -17.6% |
| 3Y | +54.0% | +89.7% | -35.7% | +29.1% |
| All | +54.0% | +89.6% | -35.6% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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