+185.8%
LMT vs XPO
+1,516.3%
-1,330.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.2% | -5.7% | +5.4% | +0.4% |
| 30D | -13.1% | -12.8% | -0.3% | -11.9% |
| 3M | -3.9% | -20.0% | +16.1% | -1.8% |
| 6M | -18.3% | -6.0% | -12.2% | -18.0% |
| YTD | +10.3% | +34.0% | -23.7% | +6.3% |
| 1Y | +14.2% | +35.6% | -21.3% | +9.6% |
| 3Y | +35.0% | +152.3% | -117.3% | +16.5% |
| 5Y | +73.2% | +264.4% | -191.1% | +37.8% |
| All | +185.8% | +1,516.3% | -1,330.5% | +83.8% |
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