+222.0%
LHX vs IWD
+203.8%
+18.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.8% |
| 7D | -4.3% | -0.8% | -3.5% | -3.7% |
| 30D | -15.1% | -0.8% | -14.3% | -14.6% |
| 3M | -21.0% | +6.9% | -27.9% | -25.1% |
| 6M | -32.0% | +18.3% | -50.3% | -40.4% |
| YTD | -15.3% | +22.4% | -37.7% | -27.7% |
| 1Y | -11.1% | +27.4% | -38.5% | -26.4% |
| 3Y | +54.0% | +71.2% | -17.1% | +0.4% |
| 5Y | +17.1% | +75.7% | -58.6% | -26.3% |
| All | +222.0% | +203.8% | +18.3% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling