-4.5%
LHX vs IWD
+30.5%
-35.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.7% |
| 7D | -2.4% | -0.3% | -2.2% | -2.2% |
| 30D | -10.4% | +0.6% | -11.0% | -10.7% |
| 3M | -16.9% | +7.2% | -24.1% | -21.1% |
| 6M | -29.9% | +16.2% | -46.1% | -38.2% |
| YTD | -12.0% | +23.3% | -35.3% | -27.3% |
| 1Y | -4.5% | +29.6% | -34.1% | -22.7% |
| All | -4.5% | +30.5% | -35.0% | -22.7% |
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