+12.3%
WFC vs LHX
-4.7%
+17.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.3% |
| 7D | +3.8% | -2.4% | +6.2% | +4.3% |
| 30D | +1.5% | -10.4% | +11.8% | +3.7% |
| 3M | +10.9% | -16.9% | +27.7% | +15.1% |
| 6M | +8.4% | -29.9% | +38.4% | +16.7% |
| YTD | -1.9% | -12.0% | +10.1% | -1.6% |
| 1Y | +12.3% | -4.5% | +16.9% | +10.4% |
| All | +12.3% | -4.7% | +17.0% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling