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  • APH vs LMT✓SelectedUSD · LMTAPH vs LMT performance historyLatest closeAs of+0.87%09/04
Stock and ETF performance explorer

APH vs LMT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+132,206.3%
LMT return
+9,207.2%
Excess return
+122,999.0%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioLMTExcessAlpha
1D+0.9%-1.4%+2.3%+1.3%
7D+5.0%-6.3%+11.2%+6.9%
30D-3.9%-8.5%+4.6%-1.5%
3M+13.0%+1.8%+11.1%+11.5%
6M+25.2%-19.9%+45.1%+32.4%
YTD+22.9%+10.6%+12.4%+17.9%
1Y+47.8%+17.9%+29.9%+38.7%
3Y+283.0%+27.0%+256.1%+244.2%
5Y+349.7%+68.7%+281.0%+263.6%
10Y+1,061.2%+181.1%+880.2%+702.0%
All+132,206.3%+9,207.2%+122,999.0%+47,495.3%

Cumulative growth

Daily Returns

Daily percentage return beside LMT.

Daily Out/Under-Performance

Portfolio return minus LMT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × LMT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded LMT 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling