+297.5%
WBD vs LHX
+1,156.8%
-859.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.4% |
| 7D | -0.6% | -4.8% | +4.2% | +1.5% |
| 30D | +4.2% | -12.7% | +16.9% | +10.2% |
| 3M | +7.5% | -17.6% | +25.1% | +15.7% |
| 6M | +1.6% | -30.7% | +32.3% | +17.3% |
| YTD | -2.2% | -14.3% | +12.2% | +2.3% |
| 1Y | +124.9% | -8.4% | +133.3% | +127.9% |
| 3Y | +149.1% | +56.7% | +92.5% | +97.6% |
| 5Y | +7.8% | +18.5% | -10.6% | -5.8% |
| 10Y | +14.9% | +229.6% | -214.7% | -40.5% |
| All | +297.5% | +1,156.8% | -859.4% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling