-11.7%
AXP vs LHX
-5.3%
-6.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.9% | +6.5% | -9.3% | -3.6% |
| 30D | +3.7% | +16.1% | -12.4% | +1.6% |
| 3M | -4.9% | -2.8% | -2.1% | -4.8% |
| 6M | +4.1% | -7.7% | +11.8% | +4.8% |
| YTD | -11.7% | -4.6% | -7.1% | -15.4% |
| 1Y | -11.7% | -6.8% | -4.9% | -14.8% |
| All | -11.7% | -5.3% | -6.4% | -14.8% |
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