+57.1%
LHX vs W
+38.0%
+19.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -3.7% | +5.9% | -9.6% | -3.9% |
| 30D | -13.2% | -3.0% | -10.1% | -13.1% |
| 3M | -18.4% | +40.3% | -58.7% | -19.5% |
| 6M | -32.0% | +32.2% | -64.2% | -32.9% |
| YTD | -13.6% | -0.3% | -13.4% | -14.2% |
| 1Y | -6.0% | +16.2% | -22.1% | -7.0% |
| All | +57.1% | +38.0% | +19.1% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling