+1,195.6%
LHX vs WPM
+6,037.2%
-4,841.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.1% | -2.2% |
| 7D | -3.7% | +3.9% | -7.6% | -4.2% |
| 30D | -13.2% | +17.7% | -30.8% | -15.2% |
| 3M | -18.4% | +39.4% | -57.8% | -22.3% |
| 6M | -32.0% | +6.4% | -38.4% | -33.2% |
| YTD | -13.6% | +34.0% | -47.6% | -18.0% |
| 1Y | -6.0% | +50.5% | -56.5% | -12.3% |
| 3Y | +57.9% | +280.3% | -222.4% | +28.3% |
| 5Y | +19.2% | +266.3% | -247.1% | -3.8% |
| 10Y | +232.3% | +550.8% | -318.5% | +135.3% |
| All | +1,195.6% | +6,037.2% | -4,841.6% | +506.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling