+1,472.1%
AXTI vs LMT
+188.6%
+1,283.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +5.1% | -0.2% | +5.3% | +5.1% |
| 30D | -17.5% | -13.1% | -4.4% | -15.8% |
| 3M | -26.7% | -3.9% | -22.8% | -26.5% |
| 6M | +36.8% | -18.3% | +55.0% | +41.1% |
| YTD | +296.1% | +10.3% | +285.8% | +280.5% |
| 1Y | +1,810.6% | +14.2% | +1,796.4% | +1,718.6% |
| 3Y | +2,587.6% | +35.0% | +2,552.6% | +2,278.1% |
| 5Y | +601.7% | +73.2% | +528.5% | +454.5% |
| All | +1,472.1% | +188.6% | +1,283.5% | +1,207.5% |
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