-29.4%
QXO vs LHX
-9.1%
-20.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.6% | -7.4% | -7.7% |
| 7D | +2.3% | -7.3% | +9.6% | +5.8% |
| 30D | -3.9% | +8.5% | -12.4% | -8.9% |
| 3M | -26.8% | -9.4% | -17.4% | -23.5% |
| 6M | -38.3% | -14.0% | -24.4% | -34.1% |
| YTD | -39.7% | -11.0% | -28.7% | -43.6% |
| 1Y | -29.4% | -8.6% | -20.8% | -35.9% |
| All | -29.4% | -9.1% | -20.3% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 1y: compounded portfolio wealth divided by compounded LHX 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…
1y analysis · Full analysis span regression · 6 months rolling