+2,893.9%
LHX vs IWD
+726.5%
+2,167.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.1% |
| 7D | -2.0% | -0.3% | -1.7% | -1.7% |
| 30D | -9.9% | +0.6% | -10.5% | -10.4% |
| 3M | -16.5% | +7.2% | -23.7% | -21.5% |
| 6M | -29.6% | +16.2% | -45.8% | -38.3% |
| YTD | -11.6% | +23.3% | -34.9% | -26.4% |
| 1Y | -4.1% | +29.6% | -33.6% | -23.4% |
| 3Y | +53.3% | +70.5% | -17.2% | -4.4% |
| 5Y | +22.3% | +73.5% | -51.2% | -26.1% |
| 10Y | +231.9% | +198.3% | +33.6% | +21.6% |
| All | +2,893.9% | +726.5% | +2,167.4% | +404.4% |
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