+285.6%
APH vs LHX
+57.1%
+228.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | +1.6% | -3.7% | +5.3% | +2.3% |
| 30D | -3.0% | -13.2% | +10.2% | -0.5% |
| 3M | +5.7% | -18.4% | +24.1% | +9.5% |
| 6M | +20.0% | -32.0% | +51.9% | +29.8% |
| YTD | +20.8% | -13.6% | +34.4% | +23.5% |
| 1Y | +40.2% | -6.0% | +46.2% | +40.6% |
| All | +285.6% | +57.1% | +228.5% | +254.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling