+44.3%
LHX vs RDW
-0.7%
+45.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -1.0% |
| 7D | -4.3% | +0.9% | -5.1% | -4.3% |
| 30D | -15.1% | -21.3% | +6.1% | -14.4% |
| 3M | -21.0% | -37.9% | +16.9% | -19.7% |
| 6M | -32.0% | +12.3% | -44.3% | -33.1% |
| YTD | -15.3% | +39.7% | -55.1% | -17.7% |
| 1Y | -11.1% | +25.7% | -36.7% | -13.6% |
| 3Y | +54.0% | +230.8% | -176.8% | +44.2% |
| 5Y | +17.1% | -8.8% | +25.9% | +6.5% |
| All | +44.3% | -0.7% | +45.0% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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