+7,700.9%
LHX vs WST
+12,330.1%
-4,629.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | -9.9% | -3.1% | -6.8% | -9.2% |
| 3M | -16.5% | +7.2% | -23.7% | -18.2% |
| 6M | -29.6% | +36.8% | -66.4% | -35.5% |
| YTD | -11.6% | +23.8% | -35.4% | -17.2% |
| 1Y | -4.1% | +37.8% | -41.8% | -13.0% |
| 3Y | +53.3% | -15.9% | +69.1% | +47.6% |
| 5Y | +22.3% | -25.8% | +48.1% | +18.2% |
| 10Y | +231.9% | +319.6% | -87.7% | +75.8% |
| All | +7,700.9% | +12,330.1% | -4,629.2% | +1,363.6% |
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