+18.5%
LHX vs WEC
+30.3%
-11.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.5% |
| 7D | -4.8% | -1.3% | -3.5% | -4.3% |
| 30D | -12.7% | -0.4% | -12.4% | -12.6% |
| 3M | -17.6% | -6.8% | -10.8% | -15.2% |
| 6M | -30.7% | -6.4% | -24.3% | -28.9% |
| YTD | -14.3% | +2.5% | -16.8% | -15.4% |
| 1Y | -8.4% | -0.4% | -8.0% | -8.6% |
| 3Y | +56.7% | +38.5% | +18.1% | +34.3% |
| 5Y | +18.5% | +31.7% | -13.2% | +4.0% |
| All | +18.5% | +30.3% | -11.8% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling