+86.6%
XOP vs LHX
+917.3%
-830.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.8% |
| 7D | +1.0% | -3.7% | +4.7% | +3.2% |
| 30D | +10.8% | -13.2% | +24.0% | +20.1% |
| 3M | +19.5% | -18.4% | +37.8% | +32.6% |
| 6M | +21.6% | -32.0% | +53.5% | +49.4% |
| YTD | +55.8% | -13.6% | +69.5% | +64.5% |
| 1Y | +54.6% | -6.0% | +60.6% | +53.9% |
| 3Y | +36.6% | +57.9% | -21.3% | -3.6% |
| 5Y | +160.6% | +19.2% | +141.4% | +114.3% |
| 10Y | +56.2% | +232.3% | -176.0% | -36.8% |
| All | +86.6% | +917.3% | -830.6% | -63.6% |
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