+222.0%
LHX vs WCN
+235.9%
-13.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.3% | -3.1% | -1.1% | -2.7% |
| 30D | -15.1% | -3.4% | -11.8% | -13.7% |
| 3M | -21.0% | +3.0% | -23.9% | -22.3% |
| 6M | -32.0% | -3.8% | -28.2% | -31.1% |
| YTD | -15.3% | -8.3% | -7.0% | -12.4% |
| 1Y | -11.1% | -9.7% | -1.3% | -7.3% |
| 3Y | +54.0% | +17.2% | +36.9% | +36.7% |
| 5Y | +17.1% | +25.3% | -8.2% | -1.7% |
| All | +222.0% | +235.9% | -13.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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