-6.0%
LHX vs EXPD
+56.9%
-62.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.2% |
| 7D | -3.7% | +1.2% | -4.9% | -3.9% |
| 30D | -13.2% | +5.2% | -18.4% | -13.8% |
| 3M | -18.4% | +13.2% | -31.6% | -19.8% |
| 6M | -32.0% | +30.3% | -62.3% | -34.3% |
| YTD | -13.6% | +27.0% | -40.7% | -17.3% |
| 1Y | -6.0% | +57.3% | -63.3% | -14.5% |
| All | -6.0% | +56.9% | -62.8% | -14.5% |
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