+222.0%
LHX vs W
+158.6%
+63.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.2% |
| 7D | -4.3% | -0.9% | -3.4% | -4.2% |
| 30D | -15.1% | -4.2% | -10.9% | -15.0% |
| 3M | -21.0% | +26.9% | -47.9% | -22.4% |
| 6M | -32.0% | +31.2% | -63.2% | -33.6% |
| YTD | -15.3% | -1.8% | -13.5% | -16.1% |
| 1Y | -11.1% | +9.3% | -20.4% | -12.7% |
| 3Y | +54.0% | +33.2% | +20.8% | +45.3% |
| 5Y | +17.1% | -62.4% | +79.5% | +15.3% |
| All | +222.0% | +158.6% | +63.5% | +133.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling