+222.0%
LHX vs WTW
+198.0%
+24.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.3% | -5.7% | +1.5% | -2.4% |
| 30D | -15.1% | -7.3% | -7.9% | -13.1% |
| 3M | -21.0% | +21.5% | -42.4% | -26.4% |
| 6M | -32.0% | +9.6% | -41.6% | -34.8% |
| YTD | -15.3% | -3.3% | -12.0% | -15.7% |
| 1Y | -11.1% | -6.1% | -4.9% | -10.6% |
| 3Y | +54.0% | +61.8% | -7.8% | +25.5% |
| 5Y | +17.1% | +42.7% | -25.6% | -1.7% |
| All | +222.0% | +198.0% | +24.0% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling