+7,455.1%
LHX vs WSM
+34,191.7%
-26,736.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.6% |
| 7D | -4.8% | +0.4% | -5.2% | -4.9% |
| 30D | -12.7% | -10.7% | -2.0% | -11.3% |
| 3M | -17.6% | +8.5% | -26.1% | -18.8% |
| 6M | -30.7% | +19.6% | -50.4% | -32.8% |
| YTD | -14.3% | +26.6% | -40.9% | -17.7% |
| 1Y | -8.4% | +12.0% | -20.3% | -10.5% |
| 3Y | +56.7% | +226.6% | -170.0% | +25.9% |
| 5Y | +18.5% | +174.1% | -155.7% | -5.3% |
| 10Y | +229.6% | +1,052.9% | -823.4% | +97.5% |
| All | +7,455.1% | +34,191.7% | -26,736.5% | +2,125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling