+74.4%
LMT vs AXON
+177.9%
-103.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.2% |
| 7D | -1.5% | -2.5% | +0.9% | -1.4% |
| 30D | -8.2% | -11.5% | +3.2% | -7.8% |
| 3M | +3.7% | +7.3% | -3.6% | +3.1% |
| 6M | -19.2% | -11.9% | -7.2% | -19.2% |
| YTD | +12.9% | -11.0% | +23.9% | +12.7% |
| 1Y | +19.8% | -31.8% | +51.6% | +21.0% |
| 3Y | +37.3% | +135.4% | -98.1% | +30.7% |
| 5Y | +74.4% | +176.9% | -102.5% | +63.8% |
| All | +74.4% | +177.9% | -103.6% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling