+129.8%
AXON vs LHX
+57.1%
+72.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.2% |
| 7D | -3.3% | -3.7% | +0.4% | -1.8% |
| 30D | -17.8% | -13.2% | -4.7% | -13.1% |
| 3M | +8.3% | -18.4% | +26.6% | +16.9% |
| 6M | -12.4% | -32.0% | +19.6% | +2.4% |
| YTD | -13.7% | -13.6% | -0.1% | -9.9% |
| 1Y | -33.1% | -6.0% | -27.1% | -32.7% |
| All | +129.8% | +57.1% | +72.8% | +88.5% |
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