+222.0%
LHX vs WEC
+146.6%
+75.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.3% | -0.6% | -3.7% | -4.0% |
| 30D | -15.1% | -2.6% | -12.5% | -14.1% |
| 3M | -21.0% | -6.0% | -14.9% | -18.8% |
| 6M | -32.0% | -5.4% | -26.6% | -30.4% |
| YTD | -15.3% | +2.5% | -17.8% | -16.4% |
| 1Y | -11.1% | -0.7% | -10.3% | -11.1% |
| 3Y | +54.0% | +38.7% | +15.3% | +31.2% |
| 5Y | +17.1% | +31.7% | -14.5% | +1.3% |
| All | +222.0% | +146.6% | +75.5% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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