+817.1%
LHX vs WU
-22.8%
+840.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -4.8% | -5.0% | +0.2% | -3.1% |
| 30D | -12.7% | -2.3% | -10.5% | -12.1% |
| 3M | -17.6% | -3.2% | -14.4% | -17.9% |
| 6M | -30.7% | -25.0% | -5.7% | -24.8% |
| YTD | -14.3% | -21.7% | +7.3% | -8.9% |
| 1Y | -8.4% | -9.0% | +0.6% | -8.6% |
| 3Y | +56.7% | -28.9% | +85.5% | +66.6% |
| 5Y | +18.5% | -51.0% | +69.5% | +40.3% |
| 10Y | +229.6% | -40.1% | +269.6% | +242.8% |
| All | +817.1% | -22.8% | +840.0% | +657.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling