+27.6%
WMB vs LHX
-9.5%
+37.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | -1.0% | -4.3% | +3.2% | -0.7% |
| 30D | -0.4% | -15.1% | +14.7% | +0.7% |
| 3M | +3.2% | -21.0% | +24.2% | +4.4% |
| 6M | +0.1% | -32.0% | +32.1% | +2.5% |
| YTD | +23.9% | -15.3% | +39.2% | +25.7% |
| 1Y | +27.6% | -11.1% | +38.7% | +30.7% |
| All | +27.6% | -9.5% | +37.1% | +30.7% |
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 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