+33.6%
LMT vs AXON
+141.6%
-108.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.7% | -1.2% |
| 7D | -6.3% | -14.2% | +7.9% | -5.5% |
| 30D | -8.5% | -15.4% | +6.9% | -7.9% |
| 3M | +1.8% | +0.5% | +1.3% | +1.4% |
| 6M | -19.9% | -9.5% | -10.4% | -20.0% |
| YTD | +10.6% | -9.2% | +19.8% | +10.4% |
| 1Y | +17.9% | -29.4% | +47.3% | +19.4% |
| All | +33.6% | +141.6% | -108.0% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 3y: compounded portfolio wealth divided by compounded AXON 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…
3y analysis · Full analysis span regression · 6 months rolling