+944.2%
APH vs LMT
+204.1%
+740.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | +0.4% | +2.5% | -2.1% | -0.3% |
| 30D | -8.0% | +19.2% | -27.2% | -13.1% |
| 3M | -5.0% | +2.7% | -7.7% | -6.1% |
| 6M | +29.9% | +20.6% | +9.3% | +20.8% |
| YTD | +18.0% | +28.4% | -10.4% | +6.7% |
| 1Y | +11.3% | +36.9% | -25.6% | -1.8% |
| 3Y | +274.9% | +48.5% | +226.4% | +210.1% |
| 5Y | +300.6% | +107.6% | +193.0% | +172.7% |
| All | +944.2% | +204.1% | +740.2% | +516.1% |
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