+18.7%
LHX vs GWW
+222.0%
-203.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -4.3% | -3.4% | -0.9% | -3.3% |
| 30D | -15.1% | -1.9% | -13.2% | -14.7% |
| 3M | -21.0% | -2.4% | -18.6% | -20.7% |
| 6M | -32.0% | +15.7% | -47.7% | -35.4% |
| YTD | -15.3% | +27.6% | -42.9% | -22.3% |
| 1Y | -11.1% | +27.2% | -38.2% | -18.4% |
| 3Y | +54.0% | +89.7% | -35.7% | +21.8% |
| All | +18.7% | +222.0% | -203.3% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling