+222.0%
LHX vs WWD
+498.2%
-276.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.5% |
| 7D | -4.3% | -2.6% | -1.7% | -3.5% |
| 30D | -15.1% | -6.9% | -8.2% | -13.3% |
| 3M | -21.0% | -13.0% | -7.9% | -17.7% |
| 6M | -32.0% | -12.5% | -19.5% | -29.7% |
| YTD | -15.3% | +11.8% | -27.2% | -18.9% |
| 1Y | -11.1% | +41.1% | -52.1% | -20.8% |
| 3Y | +54.0% | +163.1% | -109.0% | +10.1% |
| 5Y | +17.1% | +187.6% | -170.5% | -20.8% |
| All | +222.0% | +498.2% | -276.2% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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