+1,787.9%
AXON vs LHX
+227.8%
+1,560.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | -7.0% | -4.3% | -2.8% | -5.5% |
| 30D | -20.1% | -15.1% | -4.9% | -14.9% |
| 3M | +7.4% | -21.0% | +28.4% | +17.0% |
| 6M | -7.4% | -32.0% | +24.6% | +6.9% |
| YTD | -15.6% | -15.3% | -0.3% | -10.9% |
| 1Y | -36.2% | -11.1% | -25.1% | -33.9% |
| 3Y | +124.8% | +54.0% | +70.8% | +87.0% |
| 5Y | +166.6% | +17.1% | +149.5% | +140.1% |
| All | +1,787.9% | +227.8% | +1,560.1% | +881.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling