+5,500.1%
WMB vs LHX
+8,088.8%
-2,588.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.5% | +2.4% |
| 7D | +0.8% | -2.5% | +3.3% | +1.7% |
| 30D | +7.7% | -10.4% | +18.1% | +11.9% |
| 3M | +6.7% | -14.9% | +21.6% | +12.2% |
| 6M | +3.6% | -29.6% | +33.3% | +16.1% |
| YTD | +28.0% | -11.8% | +39.8% | +32.0% |
| 1Y | +37.6% | -5.1% | +42.7% | +37.6% |
| 3Y | +149.0% | +61.3% | +87.7% | +103.4% |
| 5Y | +285.3% | +22.4% | +262.9% | +241.8% |
| 10Y | +302.1% | +232.2% | +69.8% | +141.4% |
| All | +5,500.1% | +8,088.8% | -2,588.7% | +1,400.6% |
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