+222.0%
LHX vs WY
+7.6%
+214.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | -4.3% | -4.2% | -0.1% | -3.0% |
| 30D | -15.1% | -10.1% | -5.1% | -12.5% |
| 3M | -21.0% | -8.5% | -12.5% | -19.0% |
| 6M | -32.0% | -3.3% | -28.7% | -31.6% |
| YTD | -15.3% | -4.4% | -10.9% | -14.7% |
| 1Y | -11.1% | -11.5% | +0.4% | -8.4% |
| 3Y | +54.0% | -24.3% | +78.3% | +63.4% |
| 5Y | +17.1% | -21.3% | +38.4% | +20.3% |
| All | +222.0% | +7.6% | +214.5% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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