+140.0%
WBD vs LHX
-4.2%
+144.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -1.8% | -2.0% | +0.1% | -1.6% |
| 30D | +8.8% | -9.9% | +18.7% | +10.3% |
| 3M | +4.6% | -16.5% | +21.1% | +7.2% |
| 6M | +1.1% | -29.6% | +30.7% | +7.0% |
| YTD | -2.0% | -11.6% | +9.6% | -3.4% |
| 1Y | +140.0% | -4.1% | +144.1% | +114.0% |
| All | +140.0% | -4.2% | +144.2% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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