+232.3%
LHX vs EXPD
+316.4%
-84.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.5% |
| 7D | -3.7% | +1.2% | -4.9% | -4.1% |
| 30D | -13.2% | +5.2% | -18.4% | -14.6% |
| 3M | -18.4% | +13.2% | -31.6% | -21.6% |
| 6M | -32.0% | +30.3% | -62.3% | -37.7% |
| YTD | -13.6% | +27.0% | -40.7% | -20.8% |
| 1Y | -6.0% | +57.3% | -63.3% | -20.0% |
| 3Y | +57.9% | +70.0% | -12.0% | +28.5% |
| 5Y | +19.2% | +61.6% | -42.4% | -3.5% |
| 10Y | +232.3% | +321.1% | -88.8% | +76.3% |
| All | +232.3% | +316.4% | -84.1% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling