+18.5%
LHX vs WAT
-5.3%
+23.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -4.8% | -2.9% | -1.9% | -4.4% |
| 30D | -12.7% | -3.2% | -9.5% | -12.3% |
| 3M | -17.6% | +10.6% | -28.2% | -18.9% |
| 6M | -30.7% | +34.0% | -64.8% | -34.0% |
| YTD | -14.3% | +5.7% | -20.1% | -15.5% |
| 1Y | -8.4% | +37.1% | -45.5% | -13.6% |
| 3Y | +56.7% | +52.4% | +4.3% | +41.8% |
| 5Y | +18.5% | -4.4% | +22.9% | +18.6% |
| All | +18.5% | -5.3% | +23.7% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling