-8.4%
LHX vs WST
+37.8%
-46.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.9% |
| 7D | -4.8% | +0.4% | -5.2% | -4.8% |
| 30D | -12.7% | -2.0% | -10.7% | -12.7% |
| 3M | -17.6% | +4.1% | -21.7% | -17.9% |
| 6M | -30.7% | +47.4% | -78.2% | -33.2% |
| YTD | -14.3% | +25.4% | -39.8% | -16.5% |
| 1Y | -8.4% | +35.3% | -43.7% | -10.3% |
| All | -8.4% | +37.8% | -46.2% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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