+4,316.8%
LHX vs WAB
+4,115.8%
+201.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.4% |
| 7D | -2.5% | +1.7% | -4.2% | -3.0% |
| 30D | -10.4% | -2.4% | -7.9% | -9.8% |
| 3M | -14.9% | +9.7% | -24.6% | -17.4% |
| 6M | -29.6% | +16.5% | -46.1% | -32.9% |
| YTD | -11.8% | +33.7% | -45.5% | -19.1% |
| 1Y | -5.1% | +49.7% | -54.8% | -15.7% |
| 3Y | +61.3% | +170.9% | -109.6% | +20.0% |
| 5Y | +22.4% | +228.0% | -205.7% | -15.0% |
| 10Y | +232.2% | +284.8% | -52.6% | +106.3% |
| All | +4,316.8% | +4,115.8% | +201.0% | +1,382.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling