+232.3%
LHX vs WM
+303.2%
-71.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.7% |
| 7D | -3.7% | -1.2% | -2.5% | -3.0% |
| 30D | -13.2% | -4.5% | -8.7% | -10.9% |
| 3M | -18.4% | -2.2% | -16.2% | -17.5% |
| 6M | -32.0% | -11.5% | -20.5% | -27.3% |
| YTD | -13.6% | -0.7% | -13.0% | -13.8% |
| 1Y | -6.0% | +0.3% | -6.3% | -6.9% |
| 3Y | +57.9% | +44.2% | +13.8% | +21.9% |
| 5Y | +19.2% | +51.6% | -32.4% | -12.6% |
| 10Y | +232.3% | +310.4% | -78.2% | +45.7% |
| All | +232.3% | +303.2% | -71.0% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling