+18.5%
LHX vs WWD
+187.1%
-168.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.5% |
| 7D | -4.8% | -2.9% | -1.9% | -4.1% |
| 30D | -12.7% | -6.6% | -6.2% | -11.3% |
| 3M | -17.6% | -9.3% | -8.3% | -15.7% |
| 6M | -30.7% | -13.6% | -17.1% | -28.6% |
| YTD | -14.3% | +10.4% | -24.7% | -16.5% |
| 1Y | -8.4% | +39.9% | -48.3% | -15.3% |
| 3Y | +56.7% | +165.0% | -108.4% | +23.0% |
| 5Y | +18.5% | +183.8% | -165.3% | -12.0% |
| All | +18.5% | +187.1% | -168.6% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling