+54.0%
LHX vs WU
-28.7%
+82.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -4.3% | -3.5% | -0.8% | -4.0% |
| 30D | -15.1% | -2.9% | -12.2% | -14.9% |
| 3M | -21.0% | -2.3% | -18.7% | -21.1% |
| 6M | -32.0% | -25.4% | -6.6% | -30.5% |
| YTD | -15.3% | -21.2% | +5.9% | -14.0% |
| 1Y | -11.1% | -8.9% | -2.2% | -11.6% |
| 3Y | +54.0% | -29.0% | +83.0% | +57.6% |
| All | +54.0% | -28.7% | +82.8% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling