+424.9%
AXP vs LHX
+226.3%
+198.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -2.9% | +6.5% | -9.3% | -5.7% |
| 30D | +3.7% | +16.1% | -12.4% | -3.7% |
| 3M | -4.9% | -2.8% | -2.1% | -4.1% |
| 6M | +4.1% | -7.7% | +11.8% | +6.5% |
| YTD | -11.7% | -4.6% | -7.1% | -12.2% |
| 1Y | -11.7% | -6.8% | -4.9% | -11.4% |
| 3Y | +116.5% | +60.8% | +55.7% | +60.0% |
| 5Y | +89.5% | +39.5% | +50.0% | +45.2% |
| 10Y | +424.9% | +222.4% | +202.5% | +193.7% |
| All | +424.9% | +226.3% | +198.6% | +193.7% |
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