-8.6%
LHX vs FDX
+58.9%
-67.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | 0.0% |
| 7D | -7.3% | +2.9% | -10.2% | -7.9% |
| 30D | +8.5% | +9.6% | -1.1% | +6.5% |
| 3M | -9.4% | +2.4% | -11.7% | -10.0% |
| 6M | -14.0% | +9.2% | -23.2% | -16.6% |
| YTD | -11.0% | +37.7% | -48.7% | -20.4% |
| 1Y | -8.6% | +56.1% | -64.7% | -19.9% |
| All | -8.6% | +58.9% | -67.5% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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