+270.9%
WMB vs LHX
+17.8%
+253.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | -1.7% | -4.8% | +3.1% | -0.5% |
| 30D | +0.7% | -12.7% | +13.5% | +4.2% |
| 3M | +1.5% | -17.6% | +19.2% | +6.0% |
| 6M | +0.1% | -30.7% | +30.8% | +9.3% |
| YTD | +22.9% | -14.3% | +37.3% | +26.0% |
| 1Y | +27.9% | -8.4% | +36.3% | +28.0% |
| 3Y | +139.1% | +56.7% | +82.5% | +99.3% |
| 5Y | +270.9% | +18.5% | +252.5% | +235.6% |
| All | +270.9% | +17.8% | +253.1% | +235.6% |
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 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