+17,072.4%
WDC vs LHX
+7,762.2%
+9,310.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.8% | -2.4% |
| 7D | -4.3% | -4.3% | -0.1% | -2.3% |
| 30D | -1.5% | -15.1% | +13.6% | +6.2% |
| 3M | -15.5% | -21.0% | +5.5% | -7.3% |
| 6M | +66.5% | -32.0% | +98.4% | +95.8% |
| YTD | +159.9% | -15.3% | +175.2% | +174.5% |
| 1Y | +366.0% | -11.1% | +377.0% | +377.8% |
| 3Y | +1,285.8% | +54.0% | +1,231.8% | +954.7% |
| 5Y | +925.6% | +17.1% | +908.4% | +756.3% |
| 10Y | +1,206.5% | +225.8% | +980.7% | +532.4% |
| All | +17,072.4% | +7,762.2% | +9,310.2% | +2,131.7% |
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