+9,012.8%
WMT vs LHX
+7,762.2%
+1,250.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.5% |
| 7D | 0.0% | -4.3% | +4.3% | +0.8% |
| 30D | -7.4% | -15.1% | +7.7% | -4.7% |
| 3M | -10.9% | -21.0% | +10.1% | -7.2% |
| 6M | -12.7% | -32.0% | +19.3% | -6.7% |
| YTD | -3.2% | -15.3% | +12.1% | -0.8% |
| 1Y | +5.3% | -11.1% | +16.3% | +6.8% |
| 3Y | +101.9% | +54.0% | +47.8% | +84.5% |
| 5Y | +134.6% | +17.1% | +117.4% | +123.1% |
| 10Y | +440.4% | +225.8% | +214.6% | +320.8% |
| All | +9,012.8% | +7,762.2% | +1,250.6% | +3,261.0% |
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