+57.1%
LHX vs WST
-13.7%
+70.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.1% |
| 7D | -3.7% | -1.7% | -2.1% | -3.6% |
| 30D | -13.2% | -4.3% | -8.8% | -13.0% |
| 3M | -18.4% | +0.7% | -19.1% | -18.4% |
| 6M | -32.0% | +36.0% | -68.0% | -33.2% |
| YTD | -13.6% | +22.7% | -36.4% | -14.8% |
| 1Y | -6.0% | +34.1% | -40.1% | -7.7% |
| All | +57.1% | -13.7% | +70.8% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling