+11.4%
WBD vs LHX
+227.8%
-216.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.2% |
| 7D | -0.7% | -4.3% | +3.5% | +0.7% |
| 30D | +1.4% | -15.1% | +16.6% | +7.2% |
| 3M | +4.4% | -21.0% | +25.4% | +12.5% |
| 6M | +0.8% | -32.0% | +32.8% | +14.3% |
| YTD | -2.7% | -15.3% | +12.6% | +1.1% |
| 1Y | +73.4% | -11.1% | +84.5% | +76.4% |
| 3Y | +142.1% | +54.0% | +88.1% | +99.4% |
| 5Y | +7.2% | +17.1% | -9.9% | -4.9% |
| All | +11.4% | +227.8% | -216.5% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling