+122.9%
WFC vs LHX
+16.3%
+106.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.2% |
| 7D | +0.4% | -4.3% | +4.6% | +1.5% |
| 30D | +1.5% | -15.1% | +16.7% | +5.9% |
| 3M | +10.2% | -21.0% | +31.2% | +16.8% |
| 6M | +18.8% | -32.0% | +50.8% | +31.1% |
| YTD | -1.5% | -15.3% | +13.8% | +1.7% |
| 1Y | +13.5% | -11.1% | +24.6% | +15.5% |
| 3Y | +135.0% | +54.0% | +80.9% | +102.4% |
| All | +122.9% | +16.3% | +106.6% | +95.1% |
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 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