+7,700.9%
LHX vs FDX
+4,233.6%
+3,467.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -2.0% | -2.5% | +0.6% | -1.3% |
| 30D | -9.9% | +3.8% | -13.7% | -11.0% |
| 3M | -16.5% | -1.3% | -15.2% | -16.5% |
| 6M | -29.6% | +5.0% | -34.6% | -31.1% |
| YTD | -11.6% | +39.6% | -51.2% | -20.3% |
| 1Y | -4.1% | +81.1% | -85.2% | -19.9% |
| 3Y | +53.3% | +63.0% | -9.8% | +27.6% |
| 5Y | +22.3% | +65.6% | -43.3% | -3.0% |
| 10Y | +231.9% | +183.4% | +48.5% | +108.2% |
| All | +7,700.9% | +4,233.6% | +3,467.3% | +2,081.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling