+222.0%
LHX vs WCC
+541.6%
-319.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.9% | -1.8% |
| 7D | -4.3% | +1.5% | -5.8% | -4.5% |
| 30D | -15.1% | -2.1% | -13.0% | -15.0% |
| 3M | -21.0% | +3.8% | -24.8% | -22.1% |
| 6M | -32.0% | +35.0% | -67.0% | -36.4% |
| YTD | -15.3% | +46.4% | -61.7% | -22.2% |
| 1Y | -11.1% | +63.0% | -74.0% | -20.1% |
| 3Y | +54.0% | +133.9% | -79.9% | +24.0% |
| 5Y | +17.1% | +226.5% | -209.4% | -16.1% |
| All | +222.0% | +541.6% | -319.6% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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