-8.4%
QXO vs LHX
+656.8%
-665.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -7.8% | -4.3% | -3.5% | -6.8% |
| 30D | -18.1% | -15.1% | -3.0% | -14.8% |
| 3M | -25.8% | -21.0% | -4.8% | -21.7% |
| 6M | -41.7% | -32.0% | -9.7% | -36.1% |
| YTD | -36.2% | -15.3% | -20.9% | -33.6% |
| 1Y | -42.1% | -11.1% | -31.0% | -40.3% |
| 3Y | -46.2% | +54.0% | -100.2% | -51.3% |
| 5Y | -70.7% | +17.1% | -87.8% | -72.6% |
| 10Y | +36.5% | +225.8% | -189.3% | +21.4% |
| All | -8.4% | +656.8% | -665.2% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling