+222.0%
LHX vs WPM
+558.4%
-336.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.3% |
| 7D | -4.3% | -0.6% | -3.7% | -4.2% |
| 30D | -15.1% | +14.4% | -29.6% | -16.3% |
| 3M | -21.0% | +37.0% | -57.9% | -23.5% |
| 6M | -32.0% | +4.1% | -36.1% | -32.6% |
| YTD | -15.3% | +31.7% | -47.0% | -18.1% |
| 1Y | -11.1% | +44.2% | -55.2% | -14.8% |
| 3Y | +54.0% | +265.5% | -211.5% | +34.7% |
| 5Y | +17.1% | +262.5% | -245.4% | +1.6% |
| All | +222.0% | +558.4% | -336.4% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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