+8,184.6%
LHX vs WST
+15,134.9%
-6,950.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.1% |
| 7D | +4.8% | +4.2% | +0.6% | +3.7% |
| 30D | +14.7% | +11.2% | +3.5% | +11.7% |
| 3M | -5.1% | +20.4% | -25.5% | -9.5% |
| 6M | -9.9% | +37.9% | -47.8% | -17.2% |
| YTD | -6.1% | +51.8% | -57.9% | -16.5% |
| 1Y | -4.0% | +56.6% | -60.6% | -15.4% |
| 3Y | +56.9% | +24.2% | +32.7% | +36.1% |
| 5Y | +36.6% | +0.7% | +35.9% | +21.8% |
| 10Y | +217.5% | +456.3% | -238.8% | +56.1% |
| All | +8,184.6% | +15,134.9% | -6,950.3% | +1,375.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling