+916.1%
WDC vs LHX
+16.3%
+899.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.8% | -2.9% |
| 7D | -4.3% | -4.3% | -0.1% | -4.0% |
| 30D | -1.5% | -15.1% | +13.6% | -0.4% |
| 3M | -15.5% | -21.0% | +5.5% | -14.0% |
| 6M | +66.5% | -32.0% | +98.4% | +73.9% |
| YTD | +159.9% | -15.3% | +175.2% | +164.0% |
| 1Y | +366.0% | -11.1% | +377.0% | +370.0% |
| 3Y | +1,285.8% | +54.0% | +1,231.8% | +1,217.0% |
| All | +916.1% | +16.3% | +899.8% | +868.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling