+6,610.0%
AXP vs LHX
+8,111.5%
-1,501.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.4% |
| 7D | -2.1% | -2.0% | -0.2% | -1.4% |
| 30D | -6.5% | -9.9% | +3.4% | -2.7% |
| 3M | +4.6% | -16.5% | +21.1% | +11.5% |
| 6M | +5.4% | -29.6% | +35.0% | +20.0% |
| YTD | -11.1% | -11.6% | +0.4% | -8.2% |
| 1Y | -0.3% | -4.1% | +3.8% | -0.6% |
| 3Y | +111.6% | +53.3% | +58.3% | +72.1% |
| 5Y | +117.6% | +22.3% | +95.3% | +90.4% |
| 10Y | +474.1% | +231.9% | +242.3% | +237.9% |
| All | +6,610.0% | +8,111.5% | -1,501.5% | +1,020.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling