+2,163.2%
LHX vs XPO
+9,736.1%
-7,572.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -4.8% | -1.3% | -3.5% | -4.7% |
| 30D | -12.7% | -10.4% | -2.4% | -11.9% |
| 3M | -17.6% | -15.7% | -2.0% | -16.5% |
| 6M | -30.7% | -6.3% | -24.4% | -30.5% |
| YTD | -14.3% | +34.2% | -48.5% | -16.9% |
| 1Y | -8.4% | +39.9% | -48.3% | -11.6% |
| 3Y | +56.7% | +155.2% | -98.6% | +41.0% |
| 5Y | +18.5% | +264.7% | -246.2% | +1.3% |
| 10Y | +229.6% | +1,500.1% | -1,270.5% | +146.4% |
| All | +2,163.2% | +9,736.1% | -7,572.9% | +1,439.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling