+85.9%
AXP vs LMT
+105.8%
-19.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -2.1% | +4.8% | -7.0% | -2.8% |
| 30D | +2.7% | +19.9% | -17.2% | -0.3% |
| 3M | -7.3% | +0.2% | -7.5% | -7.5% |
| 6M | +1.8% | +17.4% | -15.6% | -1.1% |
| YTD | -13.1% | +27.2% | -40.2% | -17.8% |
| 1Y | -13.7% | +35.6% | -49.3% | -19.5% |
| 3Y | +113.1% | +47.1% | +66.0% | +90.2% |
| 5Y | +85.9% | +103.7% | -17.7% | +23.1% |
| All | +85.9% | +105.8% | -19.8% | +23.1% |
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