-4.1%
LHX vs XPO
+53.4%
-57.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.2% | -2.4% |
| 7D | -2.0% | +2.4% | -4.4% | -2.3% |
| 30D | -9.9% | -3.5% | -6.4% | -9.5% |
| 3M | -16.5% | -11.9% | -4.6% | -15.0% |
| 6M | -29.6% | -10.0% | -19.6% | -28.9% |
| YTD | -11.6% | +42.1% | -53.6% | -17.3% |
| 1Y | -4.1% | +47.6% | -51.7% | -11.6% |
| All | -4.1% | +53.4% | -57.5% | -11.6% |
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