-26.3%
APH vs LHX
-4.7%
-21.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.7% | -44.1% | -46.5% |
| 7D | -48.7% | -2.1% | -46.6% | -47.6% |
| 30D | -51.9% | -10.4% | -41.6% | -50.3% |
| 3M | -43.6% | -16.9% | -26.7% | -40.8% |
| 6M | -37.5% | -29.9% | -7.6% | -31.2% |
| YTD | -38.6% | -12.0% | -26.7% | -36.6% |
| 1Y | -26.3% | -4.5% | -21.8% | -24.3% |
| All | -26.3% | -4.7% | -21.7% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling