-9.3%
LHX vs WM
+21.9%
-31.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.6% | -8.1% | -7.1% |
| 7D | -0.3% | +5.9% | -6.3% | -2.8% |
| 30D | +9.7% | +15.4% | -5.8% | +3.0% |
| 3M | -8.5% | +6.3% | -14.9% | -11.1% |
| 6M | -15.1% | +5.6% | -20.7% | -16.9% |
| YTD | -10.4% | +9.9% | -20.4% | -13.3% |
| 1Y | -9.3% | +20.8% | -30.1% | -14.7% |
| All | -9.3% | +21.9% | -31.2% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling