+54.0%
LHX vs XPO
+151.0%
-97.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -4.3% | -5.7% | +1.4% | -3.7% |
| 30D | -15.1% | -12.8% | -2.3% | -14.1% |
| 3M | -21.0% | -20.0% | -1.0% | -19.4% |
| 6M | -32.0% | -6.0% | -26.0% | -31.8% |
| YTD | -15.3% | +34.0% | -49.4% | -17.7% |
| 1Y | -11.1% | +35.6% | -46.6% | -13.8% |
| 3Y | +54.0% | +152.3% | -98.3% | +37.7% |
| All | +54.0% | +151.0% | -97.0% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling