+118.0%
AXP vs LHX
+23.0%
+95.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.6% | -2.5% | +3.1% | +1.3% |
| 30D | -4.3% | -10.4% | +6.0% | -1.3% |
| 3M | +4.7% | -14.9% | +19.6% | +9.3% |
| 6M | +9.0% | -29.6% | +38.6% | +20.7% |
| YTD | -11.1% | -11.8% | +0.7% | -9.3% |
| 1Y | +1.3% | -5.1% | +6.4% | +0.4% |
| 3Y | +114.5% | +61.3% | +53.2% | +73.1% |
| 5Y | +118.0% | +22.4% | +95.6% | +87.9% |
| All | +118.0% | +23.0% | +95.0% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling