+222.0%
LHX vs WAB
+296.8%
-74.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | -15.1% | -4.1% | -11.1% | -14.2% |
| 3M | -21.0% | +8.2% | -29.1% | -23.0% |
| 6M | -32.0% | +15.4% | -47.4% | -35.0% |
| YTD | -15.3% | +33.1% | -48.5% | -22.3% |
| 1Y | -11.1% | +48.1% | -59.1% | -20.8% |
| 3Y | +54.0% | +167.7% | -113.7% | +14.7% |
| 5Y | +17.1% | +225.7% | -208.6% | -18.7% |
| All | +222.0% | +296.8% | -74.8% | +89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling