+59.1%
LHX vs WM
+45.6%
+13.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +14.5% | +13.3% | +1.2% | +9.4% |
| 3M | -4.9% | +4.4% | -9.2% | -6.5% |
| 6M | -8.6% | +10.8% | -19.4% | -11.9% |
| YTD | -6.4% | +9.1% | -15.5% | -9.2% |
| 1Y | -5.1% | +19.1% | -24.2% | -10.5% |
| 3Y | +59.1% | +45.7% | +13.4% | +35.1% |
| All | +59.1% | +45.6% | +13.5% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling