+75.2%
LMT vs XPO
+257.8%
-182.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | -0.5% | -1.3% | +0.8% | -0.5% |
| 30D | -10.8% | -10.4% | -0.4% | -10.6% |
| 3M | +1.6% | -15.7% | +17.3% | +1.9% |
| 6M | -17.6% | -6.3% | -11.2% | -17.5% |
| YTD | +11.6% | +34.2% | -22.6% | +11.1% |
| 1Y | +17.2% | +39.9% | -22.7% | +16.7% |
| 3Y | +35.7% | +155.2% | -119.5% | +33.0% |
| 5Y | +75.2% | +264.7% | -189.5% | +66.7% |
| All | +75.2% | +257.8% | -182.6% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling