+8,577.3%
WFC vs LHX
+7,852.8%
+724.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +0.3% | -4.8% | +5.1% | +2.0% |
| 30D | +2.3% | -12.7% | +15.0% | +7.1% |
| 3M | +9.8% | -17.6% | +27.4% | +16.6% |
| 6M | +15.6% | -30.7% | +46.3% | +30.2% |
| YTD | -2.4% | -14.3% | +11.9% | +1.7% |
| 1Y | +13.8% | -8.4% | +22.2% | +15.7% |
| 3Y | +134.6% | +56.7% | +78.0% | +95.5% |
| 5Y | +127.9% | +18.5% | +109.5% | +105.3% |
| 10Y | +141.8% | +229.6% | -87.8% | +55.4% |
| All | +8,577.3% | +7,852.8% | +724.5% | +2,599.6% |
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