+1,046.6%
AXON vs LHX
+215.8%
+830.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +0.8% | +4.8% | -4.0% | -1.1% |
| 30D | -22.8% | +14.7% | -37.4% | -27.0% |
| 3M | -48.8% | -5.1% | -43.6% | -47.9% |
| 6M | -16.3% | -9.9% | -6.4% | -13.7% |
| YTD | -44.5% | -6.1% | -38.4% | -43.9% |
| 1Y | -43.4% | -4.0% | -39.4% | -43.3% |
| 3Y | +44.3% | +56.9% | -12.7% | +19.4% |
| 5Y | +85.1% | +36.6% | +48.5% | +57.2% |
| All | +1,046.6% | +215.8% | +830.8% | +585.9% |
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