-9.3%
LHX vs IWD
+33.0%
-42.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.6% | -9.1% | -7.9% |
| 7D | -0.3% | +2.5% | -2.9% | -1.8% |
| 30D | +9.7% | +6.0% | +3.7% | +5.7% |
| 3M | -8.5% | +3.8% | -12.3% | -10.6% |
| 6M | -15.1% | +16.3% | -31.4% | -24.3% |
| YTD | -10.4% | +27.5% | -37.9% | -28.3% |
| 1Y | -9.3% | +32.8% | -42.1% | -29.7% |
| All | -9.3% | +33.0% | -42.3% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling