+114.9%
AXP vs LHX
+57.4%
+57.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.1% | +4.8% | -4.9% | -1.2% |
| 30D | +4.4% | +14.7% | -10.2% | +1.0% |
| 3M | -6.4% | -5.1% | -1.3% | -5.5% |
| 6M | +4.2% | -9.9% | +14.0% | +6.2% |
| YTD | -12.4% | -6.1% | -6.3% | -13.0% |
| 1Y | -11.1% | -4.0% | -7.1% | -12.5% |
| 3Y | +114.9% | +56.9% | +57.9% | +78.5% |
| All | +114.9% | +57.4% | +57.5% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling