+61.3%
LHX vs EXPD
+66.3%
-5.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -2.5% | -0.9% | -1.6% | -2.3% |
| 30D | -10.4% | +4.1% | -14.4% | -11.1% |
| 3M | -14.9% | +13.8% | -28.7% | -17.2% |
| 6M | -29.6% | +27.3% | -56.9% | -33.1% |
| YTD | -11.8% | +25.4% | -37.2% | -16.4% |
| 1Y | -5.1% | +54.4% | -59.5% | -14.7% |
| 3Y | +61.3% | +67.9% | -6.6% | +36.2% |
| All | +61.3% | +66.3% | -5.0% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling