+955.2%
APH vs LMT
+205.0%
+750.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.5% | -1.7% |
| 7D | -5.0% | -5.6% | +0.6% | -3.3% |
| 30D | -8.4% | +18.4% | -26.7% | -13.2% |
| 3M | -4.5% | +0.6% | -5.1% | -5.0% |
| 6M | +25.3% | +20.6% | +4.7% | +16.4% |
| YTD | +18.9% | +27.0% | -8.0% | +7.9% |
| 1Y | +11.9% | +36.9% | -24.9% | -1.3% |
| 3Y | +278.0% | +46.9% | +231.1% | +213.9% |
| 5Y | +306.4% | +104.2% | +202.2% | +178.7% |
| 10Y | +955.2% | +205.2% | +749.9% | +533.8% |
| All | +955.2% | +205.0% | +750.2% | +533.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling