-11.1%
LHX vs WAB
+49.7%
-60.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | -15.1% | -4.1% | -11.1% | -14.1% |
| 3M | -21.0% | +8.2% | -29.1% | -23.6% |
| 6M | -32.0% | +15.4% | -47.4% | -36.4% |
| YTD | -15.3% | +33.1% | -48.5% | -27.2% |
| 1Y | -11.1% | +48.1% | -59.1% | -27.0% |
| All | -11.1% | +49.7% | -60.7% | -27.0% |
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