+0.3%
AXP vs LHX
-6.7%
+7.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -2.5% | -3.7% | +1.2% | -2.0% |
| 30D | -5.0% | -13.2% | +8.1% | -3.4% |
| 3M | +1.4% | -18.4% | +19.7% | +4.0% |
| 6M | +6.0% | -32.0% | +38.0% | +11.4% |
| YTD | -12.3% | -13.6% | +1.3% | -12.6% |
| 1Y | +0.3% | -6.0% | +6.2% | +1.0% |
| All | +0.3% | -6.7% | +7.0% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling