+222.0%
LHX vs WSM
+1,071.8%
-849.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.3% |
| 7D | -4.3% | -0.5% | -3.7% | -4.2% |
| 30D | -15.1% | -7.7% | -7.4% | -14.4% |
| 3M | -21.0% | +3.8% | -24.7% | -21.4% |
| 6M | -32.0% | +22.7% | -54.7% | -33.8% |
| YTD | -15.3% | +28.0% | -43.3% | -18.0% |
| 1Y | -11.1% | +12.7% | -23.8% | -12.7% |
| 3Y | +54.0% | +231.3% | -177.3% | +28.8% |
| 5Y | +17.1% | +177.2% | -160.1% | -2.0% |
| All | +222.0% | +1,071.8% | -849.7% | +100.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling