-9.3%
LHX vs EXPD
+53.8%
-63.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.2% | -3.2% | -6.0% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | +9.7% | +1.8% | +7.8% | +9.5% |
| 3M | -8.5% | +8.9% | -17.5% | -9.4% |
| 6M | -15.1% | +42.2% | -57.3% | -18.4% |
| YTD | -10.4% | +33.4% | -43.8% | -15.2% |
| 1Y | -9.3% | +47.2% | -56.5% | -16.0% |
| All | -9.3% | +53.8% | -63.1% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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