+18.7%
LHX vs WYNN
-11.0%
+29.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -4.3% | -4.2% | -0.1% | -4.1% |
| 30D | -15.1% | -14.6% | -0.5% | -14.6% |
| 3M | -21.0% | -18.4% | -2.6% | -20.4% |
| 6M | -32.0% | -11.9% | -20.1% | -31.7% |
| YTD | -15.3% | -26.6% | +11.3% | -14.4% |
| 1Y | -11.1% | -28.5% | +17.5% | -10.1% |
| 3Y | +54.0% | -5.1% | +59.1% | +52.7% |
| All | +18.7% | -11.0% | +29.7% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling