+407.0%
AXP vs LMT
+197.1%
+209.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.3% |
| 7D | -0.1% | +5.1% | -5.2% | -2.2% |
| 30D | +4.4% | +14.1% | -9.7% | -1.7% |
| 3M | -6.4% | +0.3% | -6.7% | -7.2% |
| 6M | +4.2% | +16.1% | -11.9% | -3.8% |
| YTD | -12.4% | +25.5% | -37.8% | -23.3% |
| 1Y | -11.1% | +34.1% | -45.2% | -24.9% |
| 3Y | +114.9% | +45.1% | +69.8% | +67.4% |
| 5Y | +87.4% | +100.9% | -13.5% | +14.3% |
| All | +407.0% | +197.1% | +209.9% | +176.7% |
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