+2,741.1%
LHX vs WTW
+1,102.0%
+1,639.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.3% | -5.7% | +1.5% | -2.3% |
| 30D | -15.1% | -7.3% | -7.9% | -13.0% |
| 3M | -21.0% | +21.5% | -42.4% | -26.6% |
| 6M | -32.0% | +9.6% | -41.6% | -34.9% |
| YTD | -15.3% | -3.3% | -12.0% | -15.8% |
| 1Y | -11.1% | -6.1% | -4.9% | -10.7% |
| 3Y | +54.0% | +61.8% | -7.8% | +26.0% |
| 5Y | +17.1% | +42.7% | -25.6% | -1.3% |
| 10Y | +225.8% | +197.2% | +28.6% | +104.7% |
| All | +2,741.1% | +1,102.0% | +1,639.1% | +983.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling