-46.2%
QXO vs LHX
+54.0%
-100.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | -7.8% | -4.3% | -3.5% | -5.4% |
| 30D | -18.1% | -15.1% | -3.0% | -10.0% |
| 3M | -25.8% | -21.0% | -4.8% | -15.7% |
| 6M | -41.7% | -32.0% | -9.7% | -26.9% |
| YTD | -36.2% | -15.3% | -20.9% | -31.0% |
| 1Y | -42.1% | -11.1% | -31.0% | -39.2% |
| 3Y | -46.2% | +54.0% | -100.2% | -70.8% |
| All | -46.2% | +54.0% | -100.1% | -70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling