-9.3%
LHX vs WSM
+44.0%
-53.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.5% | -12.9% | -7.2% |
| 7D | -0.3% | +8.0% | -8.3% | -1.3% |
| 30D | +9.7% | +13.5% | -3.8% | +7.8% |
| 3M | -8.5% | +8.8% | -17.4% | -9.5% |
| 6M | -15.1% | +54.7% | -69.8% | -21.2% |
| YTD | -10.4% | +53.3% | -63.7% | -18.0% |
| 1Y | -9.3% | +41.1% | -50.4% | -16.8% |
| All | -9.3% | +44.0% | -53.3% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling