+951.3%
APH vs LMT
+198.5%
+752.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.7% | +4.5% | +7.0% |
| 7D | +1.1% | -8.5% | +9.6% | +4.0% |
| 30D | -7.5% | +15.4% | -22.9% | -11.7% |
| 3M | -4.4% | +0.7% | -5.1% | -5.0% |
| 6M | +26.5% | +17.6% | +8.9% | +18.5% |
| YTD | +20.0% | +23.8% | -3.8% | +9.8% |
| 1Y | +16.9% | +31.6% | -14.8% | +4.4% |
| 3Y | +288.5% | +44.0% | +244.5% | +224.5% |
| 5Y | +310.3% | +98.8% | +211.5% | +184.1% |
| 10Y | +951.3% | +202.1% | +749.1% | +544.9% |
| All | +951.3% | +198.5% | +752.8% | +544.9% |
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