+117.0%
AXP vs LMT
+69.3%
+47.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -2.1% | -6.3% | +4.2% | -1.2% |
| 30D | -6.5% | -8.5% | +2.0% | -5.3% |
| 3M | +4.6% | +1.8% | +2.8% | +4.0% |
| 6M | +5.4% | -19.9% | +25.4% | +8.9% |
| YTD | -11.1% | +10.6% | -21.7% | -14.0% |
| 1Y | -0.3% | +17.9% | -18.3% | -5.0% |
| 3Y | +111.6% | +27.0% | +84.6% | +94.4% |
| All | +117.0% | +69.3% | +47.7% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling