+36.3%
LHX vs WST
-0.5%
+36.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +5.3% | +4.9% | +0.5% | +4.9% |
| 30D | +15.8% | +10.7% | +5.1% | +14.9% |
| 3M | -6.1% | +16.8% | -22.9% | -7.3% |
| 6M | -11.4% | +32.0% | -43.3% | -13.5% |
| YTD | -6.3% | +49.9% | -56.2% | -9.7% |
| 1Y | -8.0% | +50.6% | -58.6% | -11.4% |
| 3Y | +58.1% | +21.4% | +36.6% | +50.9% |
| 5Y | +36.3% | -0.6% | +36.9% | +34.9% |
| All | +36.3% | -0.5% | +36.8% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling