+390.6%
LHX vs W
+177.7%
+212.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -2.5% | +6.5% | -9.0% | -2.9% |
| 30D | -10.4% | -6.2% | -4.1% | -10.1% |
| 3M | -14.9% | +48.9% | -63.8% | -17.4% |
| 6M | -29.6% | +31.2% | -60.8% | -31.3% |
| YTD | -11.8% | -0.4% | -11.4% | -12.7% |
| 1Y | -5.1% | +14.8% | -19.9% | -7.1% |
| 3Y | +61.3% | +40.5% | +20.8% | +51.2% |
| 5Y | +22.4% | -62.1% | +84.5% | +19.8% |
| 10Y | +232.2% | +141.5% | +90.7% | +143.7% |
| All | +390.6% | +177.7% | +212.9% | +259.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling