+440.3%
AXP vs LMT
+198.5%
+241.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -0.5% |
| 7D | -1.1% | -8.5% | +7.4% | +2.3% |
| 30D | +5.2% | +15.4% | -10.2% | -1.5% |
| 3M | -4.6% | +0.7% | -5.2% | -5.5% |
| 6M | +3.2% | +17.6% | -14.4% | -5.3% |
| YTD | -11.3% | +23.8% | -35.2% | -22.0% |
| 1Y | -11.0% | +31.6% | -42.7% | -24.2% |
| 3Y | +120.2% | +44.0% | +76.2% | +71.9% |
| 5Y | +91.7% | +98.8% | -7.1% | +17.3% |
| 10Y | +440.3% | +202.1% | +238.2% | +184.9% |
| All | +440.3% | +198.5% | +241.9% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 10y: compounded portfolio wealth divided by compounded LMT 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…
10y analysis · Full analysis span regression · 6 months rolling