-4.5%
LHX vs W
+25.7%
-30.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.3% |
| 7D | -2.4% | -4.2% | +1.7% | -2.2% |
| 30D | -10.4% | -7.6% | -2.8% | -10.1% |
| 3M | -16.9% | +37.2% | -54.0% | -18.8% |
| 6M | -29.9% | +26.3% | -56.3% | -31.5% |
| YTD | -12.0% | -1.0% | -11.0% | -12.5% |
| 1Y | -4.5% | +20.1% | -24.6% | -6.2% |
| All | -4.5% | +25.7% | -30.2% | -6.2% |
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