+222.0%
LHX vs XPO
+1,516.3%
-1,294.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -4.3% | -5.7% | +1.4% | -3.4% |
| 30D | -15.1% | -12.8% | -2.3% | -13.4% |
| 3M | -21.0% | -20.0% | -1.0% | -18.5% |
| 6M | -32.0% | -6.0% | -26.0% | -31.7% |
| YTD | -15.3% | +34.0% | -49.4% | -19.7% |
| 1Y | -11.1% | +35.6% | -46.6% | -16.0% |
| 3Y | +54.0% | +152.3% | -98.3% | +26.8% |
| 5Y | +17.1% | +264.4% | -247.2% | -12.7% |
| All | +222.0% | +1,516.3% | -1,294.3% | +76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling