+1,977.3%
LHX vs WCN
+6,610.8%
-4,633.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -4.8% | -4.4% | -0.4% | -3.7% |
| 30D | -12.7% | -4.4% | -8.3% | -11.8% |
| 3M | -17.6% | +0.5% | -18.1% | -17.8% |
| 6M | -30.7% | -3.3% | -27.5% | -30.3% |
| YTD | -14.3% | -8.5% | -5.9% | -12.8% |
| 1Y | -8.4% | -8.9% | +0.5% | -6.7% |
| 3Y | +56.7% | +18.0% | +38.6% | +49.4% |
| 5Y | +18.5% | +25.0% | -6.6% | +11.1% |
| 10Y | +229.6% | +234.7% | -5.2% | +150.9% |
| All | +1,977.3% | +6,610.8% | -4,633.4% | +1,007.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling