+294.9%
APH vs LHX
+39.7%
+255.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.4% | +6.5% | -6.1% | -0.9% |
| 30D | -8.0% | +16.1% | -24.1% | -10.7% |
| 3M | -5.0% | -2.8% | -2.2% | -4.4% |
| 6M | +29.9% | -7.7% | +37.6% | +31.6% |
| YTD | +18.0% | -4.6% | +22.6% | +18.4% |
| 1Y | +11.3% | -6.8% | +18.1% | +12.4% |
| 3Y | +274.9% | +60.8% | +214.1% | +228.5% |
| All | +294.9% | +39.7% | +255.2% | +253.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling