+56.6%
LHX vs WST
+22.8%
+33.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +5.3% | +4.9% | +0.5% | +5.1% |
| 30D | +15.8% | +10.7% | +5.1% | +15.3% |
| 3M | -6.1% | +16.8% | -22.9% | -6.7% |
| 6M | -11.4% | +32.0% | -43.3% | -12.6% |
| YTD | -6.3% | +49.9% | -56.2% | -8.3% |
| 1Y | -8.0% | +50.6% | -58.6% | -10.0% |
| All | +56.6% | +22.8% | +33.8% | +44.3% |
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 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