+1,082.3%
APH vs LHX
+227.8%
+854.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.0% |
| 7D | +1.4% | -4.3% | +5.6% | +2.9% |
| 30D | -1.2% | -15.1% | +13.9% | +4.4% |
| 3M | +10.3% | -21.0% | +31.2% | +18.6% |
| 6M | +25.2% | -32.0% | +57.2% | +42.4% |
| YTD | +24.6% | -15.3% | +40.0% | +30.2% |
| 1Y | +41.4% | -11.1% | +52.5% | +44.7% |
| 3Y | +297.8% | +54.0% | +243.8% | +223.4% |
| 5Y | +366.0% | +17.1% | +348.9% | +311.3% |
| All | +1,082.3% | +227.8% | +854.5% | +591.9% |
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