+349.8%
WELL vs LHX
+227.8%
+122.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -0.2% | -4.3% | +4.0% | +1.5% |
| 30D | +2.3% | -15.1% | +17.5% | +9.1% |
| 3M | +12.3% | -21.0% | +33.2% | +22.5% |
| 6M | +15.6% | -32.0% | +47.6% | +33.9% |
| YTD | +28.3% | -15.3% | +43.6% | +34.8% |
| 1Y | +41.9% | -11.1% | +53.0% | +45.2% |
| 3Y | +198.3% | +54.0% | +144.3% | +134.3% |
| 5Y | +206.4% | +17.1% | +189.3% | +164.3% |
| All | +349.8% | +227.8% | +122.0% | +223.3% |
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 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