+467.1%
AXP vs LHX
+228.2%
+238.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.3% |
| 7D | -2.5% | -3.7% | +1.2% | -0.7% |
| 30D | -5.0% | -13.2% | +8.1% | +1.3% |
| 3M | +1.4% | -18.4% | +19.7% | +10.4% |
| 6M | +6.0% | -32.0% | +38.0% | +25.8% |
| YTD | -12.3% | -13.6% | +1.3% | -8.3% |
| 1Y | +0.3% | -6.0% | +6.2% | -0.1% |
| 3Y | +111.7% | +57.9% | +53.7% | +56.8% |
| 5Y | +114.5% | +19.2% | +95.3% | +78.9% |
| 10Y | +467.1% | +232.3% | +234.8% | +215.2% |
| All | +467.1% | +228.2% | +238.8% | +215.2% |
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