+18.7%
LHX vs WCC
+223.5%
-204.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.5% |
| 7D | -4.3% | +1.4% | -5.6% | -4.4% |
| 30D | -15.1% | -2.3% | -12.9% | -15.0% |
| 3M | -21.0% | +3.7% | -24.6% | -21.6% |
| 6M | -32.0% | +34.8% | -66.8% | -34.9% |
| YTD | -15.3% | +46.1% | -61.5% | -19.9% |
| 1Y | -11.1% | +62.7% | -73.8% | -17.0% |
| 3Y | +54.0% | +133.6% | -79.6% | +33.7% |
| All | +18.7% | +223.5% | -204.8% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling