+55.8%
LHX vs WAB
+164.6%
-108.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | -12.7% | -5.9% | -6.9% | -11.3% |
| 3M | -17.6% | +9.4% | -27.0% | -20.1% |
| 6M | -30.7% | +13.8% | -44.6% | -33.7% |
| YTD | -14.3% | +31.8% | -46.1% | -21.7% |
| 1Y | -8.4% | +48.5% | -56.9% | -18.9% |
| All | +55.8% | +164.6% | -108.8% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling