+3,073.6%
LHX vs IWD
+745.9%
+2,327.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | +5.3% | +1.7% | +3.6% | +3.9% |
| 30D | +15.8% | +3.2% | +12.6% | +12.5% |
| 3M | -6.1% | +2.3% | -8.3% | -8.0% |
| 6M | -11.4% | +12.9% | -24.3% | -20.5% |
| YTD | -6.3% | +26.2% | -32.5% | -23.6% |
| 1Y | -8.0% | +28.3% | -36.2% | -26.0% |
| 3Y | +58.1% | +84.4% | -26.3% | -8.1% |
| 5Y | +36.3% | +73.0% | -36.6% | -17.4% |
| 10Y | +216.9% | +203.3% | +13.5% | +14.3% |
| All | +3,073.6% | +745.9% | +2,327.7% | +423.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling