-9.3%
LHX vs W
+21.5%
-30.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +11.0% | -17.5% | -6.9% |
| 7D | -0.3% | +8.4% | -8.7% | -0.7% |
| 30D | +9.7% | +16.5% | -6.9% | +8.8% |
| 3M | -8.5% | +6.4% | -15.0% | -8.8% |
| 6M | -15.1% | +90.5% | -105.6% | -19.5% |
| YTD | -10.4% | +23.1% | -33.5% | -11.1% |
| 1Y | -9.3% | +24.3% | -33.6% | -10.1% |
| All | -9.3% | +21.5% | -30.8% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling