+35.0%
LMT vs QXO
-47.1%
+82.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.2% | -7.8% | +7.6% | -0.2% |
| 30D | -13.1% | -18.1% | +5.0% | -13.0% |
| 3M | -3.9% | -25.8% | +21.9% | -3.7% |
| 6M | -18.3% | -41.7% | +23.5% | -18.1% |
| YTD | +10.3% | -36.2% | +46.5% | +10.5% |
| 1Y | +14.2% | -42.1% | +56.3% | +14.5% |
| 3Y | +35.0% | -46.2% | +81.1% | +33.0% |
| All | +35.0% | -47.1% | +82.1% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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