+443.7%
APLD vs LHX
+8.7%
+435.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.7% |
| 7D | +4.1% | -2.0% | +6.0% | +5.2% |
| 30D | -11.7% | -9.9% | -1.8% | -6.7% |
| 3M | -40.3% | -16.5% | -23.8% | -34.9% |
| 6M | -8.0% | -29.6% | +21.6% | +12.5% |
| YTD | +7.5% | -11.6% | +19.1% | +15.2% |
| 1Y | +84.0% | -4.1% | +88.1% | +86.0% |
| 3Y | +356.2% | +53.3% | +303.0% | +212.7% |
| All | +443.7% | +8.7% | +435.1% | +511.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling