+212.5%
LHX vs FDX
+155.8%
+56.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +4.8% | +5.2% | -0.4% | +3.8% |
| 30D | +14.7% | +11.3% | +3.4% | +12.2% |
| 3M | -5.1% | -4.1% | -1.0% | -4.5% |
| 6M | -9.9% | +9.6% | -19.5% | -11.9% |
| YTD | -6.1% | +40.9% | -47.0% | -13.0% |
| 1Y | -4.0% | +53.0% | -57.0% | -12.5% |
| 3Y | +56.9% | +74.1% | -17.2% | +35.8% |
| 5Y | +36.6% | +75.1% | -38.5% | +15.4% |
| All | +212.5% | +155.8% | +56.7% | +110.5% |
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