+18.5%
LHX vs W
-63.9%
+82.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.7% |
| 7D | -4.8% | +0.5% | -5.3% | -4.8% |
| 30D | -12.7% | -5.6% | -7.2% | -12.6% |
| 3M | -17.6% | +41.9% | -59.5% | -18.9% |
| 6M | -30.7% | +30.2% | -61.0% | -31.7% |
| YTD | -14.3% | -2.9% | -11.4% | -14.8% |
| 1Y | -8.4% | +11.6% | -20.0% | -9.5% |
| 3Y | +56.7% | +37.0% | +19.7% | +51.0% |
| 5Y | +18.5% | -62.8% | +81.3% | +13.4% |
| All | +18.5% | -63.9% | +82.4% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling