+8,313.6%
LHX vs FDX
+4,252.1%
+4,061.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | +6.5% | -2.1% | +8.5% | +7.1% |
| 30D | +16.1% | +10.4% | +5.7% | +12.8% |
| 3M | -2.8% | +0.5% | -3.3% | -3.2% |
| 6M | -7.7% | +6.5% | -14.2% | -9.9% |
| YTD | -4.6% | +40.2% | -44.9% | -14.3% |
| 1Y | -6.8% | +52.1% | -58.9% | -18.2% |
| 3Y | +60.8% | +72.8% | -12.0% | +31.6% |
| 5Y | +39.5% | +76.3% | -36.7% | +8.7% |
| 10Y | +222.4% | +155.7% | +66.7% | +108.8% |
| All | +8,313.6% | +4,252.1% | +4,061.4% | +2,244.9% |
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 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