+166.3%
AXON vs LHX
+17.8%
+148.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | -11.0% | -4.8% | -6.2% | -9.5% |
| 30D | -24.7% | -12.7% | -12.0% | -21.2% |
| 3M | +7.0% | -17.6% | +24.6% | +13.7% |
| 6M | -9.6% | -30.7% | +21.1% | +1.9% |
| YTD | -15.7% | -14.3% | -1.3% | -11.9% |
| 1Y | -35.9% | -8.4% | -27.5% | -34.5% |
| 3Y | +123.0% | +56.7% | +66.4% | +93.8% |
| 5Y | +166.3% | +18.5% | +147.8% | +141.1% |
| All | +166.3% | +17.8% | +148.5% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling