+222.0%
LHX vs WAT
+170.9%
+51.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.5% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | -15.1% | -1.9% | -13.3% | -14.8% |
| 3M | -21.0% | +13.5% | -34.5% | -23.4% |
| 6M | -32.0% | +37.2% | -69.2% | -37.4% |
| YTD | -15.3% | +7.5% | -22.8% | -17.7% |
| 1Y | -11.1% | +35.0% | -46.1% | -18.6% |
| 3Y | +54.0% | +55.1% | -1.1% | +30.4% |
| 5Y | +17.1% | -2.8% | +19.9% | +12.6% |
| All | +222.0% | +170.9% | +51.1% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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