+285.2%
APH vs LMT
+100.7%
+184.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.6% |
| 7D | +4.9% | +5.1% | -0.2% | +4.4% |
| 30D | -5.4% | +14.1% | -19.5% | -6.2% |
| 3M | -5.5% | +0.3% | -5.7% | -5.1% |
| 6M | +25.9% | +16.1% | +9.8% | +24.1% |
| YTD | +16.4% | +25.5% | -9.1% | +13.7% |
| 1Y | +16.5% | +34.1% | -17.6% | +13.0% |
| 3Y | +270.9% | +45.1% | +225.8% | +249.9% |
| All | +285.2% | +100.7% | +184.5% | +223.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling