-35.3%
QXO vs LHX
-4.2%
-31.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.1% |
| 7D | -1.3% | -2.0% | +0.7% | -0.2% |
| 30D | -16.0% | -9.9% | -6.1% | -11.4% |
| 3M | -17.7% | -16.5% | -1.3% | -9.8% |
| 6M | -42.6% | -29.6% | -13.0% | -29.0% |
| YTD | -30.8% | -11.6% | -19.2% | -30.1% |
| 1Y | -35.3% | -4.1% | -31.2% | -34.5% |
| All | -35.3% | -4.2% | -31.1% | -34.5% |
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