-8.6%
LHX vs WYNN
-34.2%
+25.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.5% |
| 7D | -7.3% | +6.9% | -14.2% | -7.7% |
| 30D | +8.5% | +3.5% | +5.0% | +8.0% |
| 3M | -9.4% | -21.4% | +12.0% | -8.8% |
| 6M | -14.0% | -25.0% | +11.0% | -13.0% |
| YTD | -11.0% | -33.6% | +22.6% | -9.2% |
| 1Y | -8.6% | -36.0% | +27.4% | -6.7% |
| All | -8.6% | -34.2% | +25.6% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling