-4.5%
LHX vs WAB
+48.2%
-52.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -2.4% | -3.2% | +0.8% | -1.4% |
| 30D | -10.4% | -4.4% | -5.9% | -9.1% |
| 3M | -16.9% | +7.9% | -24.7% | -19.6% |
| 6M | -29.9% | +8.7% | -38.6% | -32.4% |
| YTD | -12.0% | +33.0% | -45.0% | -24.3% |
| 1Y | -4.5% | +46.7% | -51.2% | -20.9% |
| All | -4.5% | +48.2% | -52.7% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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