+7,700.9%
LHX vs EXPD
+30,859.1%
-23,158.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | -2.0% | -1.1% | -0.8% | -1.7% |
| 30D | -9.9% | +4.1% | -14.0% | -10.8% |
| 3M | -16.5% | +17.9% | -34.4% | -19.9% |
| 6M | -29.6% | +29.2% | -58.8% | -34.1% |
| YTD | -11.6% | +27.4% | -38.9% | -17.3% |
| 1Y | -4.1% | +56.8% | -60.9% | -14.9% |
| 3Y | +53.3% | +68.0% | -14.8% | +32.4% |
| 5Y | +22.3% | +61.9% | -39.6% | +4.7% |
| 10Y | +231.9% | +316.0% | -84.1% | +124.8% |
| All | +7,700.9% | +30,859.1% | -23,158.2% | +2,842.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling