+56.6%
LHX vs IWD
+84.7%
-28.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +5.3% | +1.7% | +3.6% | +4.3% |
| 30D | +15.8% | +3.2% | +12.6% | +13.4% |
| 3M | -6.1% | +2.3% | -8.3% | -7.5% |
| 6M | -11.4% | +12.9% | -24.3% | -18.3% |
| YTD | -6.3% | +26.2% | -32.5% | -19.8% |
| 1Y | -8.0% | +28.3% | -36.2% | -22.0% |
| All | +56.6% | +84.7% | -28.1% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling