+6,610.0%
AXP vs LMT
+11,710.5%
-5,100.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -2.1% | -6.3% | +4.2% | +0.2% |
| 30D | -6.5% | -8.5% | +2.0% | -3.6% |
| 3M | +4.6% | +1.8% | +2.8% | +3.1% |
| 6M | +5.4% | -19.9% | +25.4% | +13.2% |
| YTD | -11.1% | +10.6% | -21.7% | -15.9% |
| 1Y | -0.3% | +17.9% | -18.3% | -8.3% |
| 3Y | +111.6% | +27.0% | +84.6% | +85.0% |
| 5Y | +117.6% | +68.7% | +48.9% | +67.3% |
| 10Y | +474.1% | +181.1% | +293.0% | +268.7% |
| All | +6,610.0% | +11,710.5% | -5,100.5% | +1,409.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling