+7,517.2%
LHX vs GWW
+13,989.5%
-6,472.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | -13.2% | -1.4% | -11.7% | -12.7% |
| 3M | -18.4% | -3.6% | -14.7% | -17.5% |
| 6M | -32.0% | +15.1% | -47.1% | -36.0% |
| YTD | -13.6% | +27.5% | -41.1% | -22.1% |
| 1Y | -6.0% | +29.6% | -35.6% | -15.8% |
| 3Y | +57.9% | +90.1% | -32.1% | +19.7% |
| 5Y | +19.2% | +222.6% | -203.4% | -28.0% |
| 10Y | +232.3% | +566.5% | -334.3% | +42.0% |
| All | +7,517.2% | +13,989.5% | -6,472.3% | +815.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling