+7,700.9%
LHX vs WM
+26,336.4%
-18,635.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -9.9% | -2.4% | -7.6% | -9.5% |
| 3M | -16.5% | +0.4% | -16.9% | -16.6% |
| 6M | -29.6% | -9.5% | -20.1% | -28.1% |
| YTD | -11.6% | +0.5% | -12.1% | -11.7% |
| 1Y | -4.1% | -1.1% | -3.0% | -4.0% |
| 3Y | +53.3% | +46.0% | +7.2% | +40.6% |
| 5Y | +22.3% | +51.8% | -29.6% | +11.1% |
| 10Y | +231.9% | +307.5% | -75.6% | +150.9% |
| All | +7,700.9% | +26,336.4% | -18,635.4% | +3,780.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling