+33.4%
LHX vs WM
+60.4%
-27.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.5% |
| 3M | -4.9% | +4.4% | -9.2% | -6.8% |
| 6M | -8.6% | +10.8% | -19.4% | -12.7% |
| YTD | -6.4% | +9.1% | -15.5% | -10.1% |
| 1Y | -5.1% | +19.1% | -24.2% | -12.1% |
| 3Y | +59.1% | +45.7% | +13.4% | +31.5% |
| 5Y | +33.4% | +60.4% | -27.0% | +3.7% |
| All | +33.4% | +60.4% | -27.0% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling