-9.3%
LHX vs WAB
+46.5%
-55.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.1% | -7.6% | -6.7% |
| 7D | -0.3% | +4.5% | -4.9% | -1.5% |
| 30D | +9.7% | +1.1% | +8.6% | +9.2% |
| 3M | -8.5% | -1.3% | -7.3% | -8.3% |
| 6M | -15.1% | +12.7% | -27.8% | -18.9% |
| YTD | -10.4% | +38.7% | -49.1% | -24.9% |
| 1Y | -9.3% | +44.9% | -54.2% | -25.6% |
| All | -9.3% | +46.5% | -55.8% | -25.6% |
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