+222.0%
LHX vs FDX
+182.5%
+39.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.3% | -3.3% | -1.0% | -3.6% |
| 30D | -15.1% | -4.5% | -10.6% | -14.4% |
| 3M | -21.0% | -7.3% | -13.6% | -19.9% |
| 6M | -32.0% | +7.5% | -39.5% | -33.3% |
| YTD | -15.3% | +35.1% | -50.4% | -20.8% |
| 1Y | -11.1% | +71.4% | -82.5% | -20.8% |
| 3Y | +54.0% | +60.8% | -6.8% | +35.5% |
| 5Y | +17.1% | +65.5% | -48.4% | 0.0% |
| All | +222.0% | +182.5% | +39.6% | +114.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling