+1,278.0%
AAPL vs LHX
+227.8%
+1,050.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +2.1% |
| 7D | +3.8% | -4.3% | +8.1% | +5.1% |
| 30D | +9.9% | -15.1% | +25.1% | +15.0% |
| 3M | +12.5% | -21.0% | +33.5% | +19.6% |
| 6M | +27.6% | -32.0% | +59.6% | +41.4% |
| YTD | +22.6% | -15.3% | +37.9% | +26.4% |
| 1Y | +45.0% | -11.1% | +56.0% | +46.9% |
| 3Y | +87.8% | +54.0% | +33.7% | +56.4% |
| 5Y | +128.7% | +17.1% | +111.6% | +104.6% |
| All | +1,278.0% | +227.8% | +1,050.2% | +938.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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