+431.5%
APLD vs LHX
+5.2%
+426.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.6% |
| 7D | -0.5% | -4.8% | +4.3% | +2.2% |
| 30D | -13.2% | -12.7% | -0.4% | -6.5% |
| 3M | -33.8% | -17.6% | -16.1% | -27.4% |
| 6M | -5.9% | -30.7% | +24.8% | +16.0% |
| YTD | +5.1% | -14.3% | +19.5% | +14.7% |
| 1Y | +51.8% | -8.4% | +60.2% | +57.6% |
| 3Y | +397.7% | +56.7% | +341.0% | +227.2% |
| All | +431.5% | +5.2% | +426.3% | +508.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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