+7,455.1%
LHX vs ITW
+9,414.5%
-1,959.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -4.8% | -2.4% | -2.4% | -3.8% |
| 30D | -12.7% | -9.5% | -3.2% | -8.9% |
| 3M | -17.6% | +6.6% | -24.3% | -20.0% |
| 6M | -30.7% | -1.8% | -29.0% | -30.4% |
| YTD | -14.3% | +9.0% | -23.4% | -17.8% |
| 1Y | -8.4% | +3.6% | -12.0% | -10.3% |
| 3Y | +56.7% | +19.4% | +37.2% | +42.9% |
| 5Y | +18.5% | +36.4% | -17.9% | +0.2% |
| 10Y | +229.6% | +190.0% | +39.6% | +96.7% |
| All | +7,455.1% | +9,414.5% | -1,959.3% | +1,312.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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