-9.3%
LHX vs XPO
+38.8%
-48.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.6% | -4.8% | -6.2% |
| 7D | -0.3% | +3.5% | -3.8% | -0.7% |
| 30D | +9.7% | +2.8% | +6.8% | +9.2% |
| 3M | -8.5% | -7.5% | -1.0% | -7.6% |
| 6M | -15.1% | -5.9% | -9.1% | -14.8% |
| YTD | -10.4% | +38.4% | -48.8% | -14.2% |
| 1Y | -9.3% | +33.7% | -43.0% | -13.0% |
| All | -9.3% | +38.8% | -48.1% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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