+916.7%
APO vs LHX
+227.8%
+688.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.3% |
| 7D | -3.5% | -4.3% | +0.7% | -1.6% |
| 30D | -6.6% | -15.1% | +8.6% | +0.5% |
| 3M | -3.3% | -21.0% | +17.7% | +6.8% |
| 6M | +22.6% | -32.0% | +54.6% | +44.5% |
| YTD | -9.8% | -15.3% | +5.5% | -5.1% |
| 1Y | -3.9% | -11.1% | +7.2% | -1.5% |
| 3Y | +52.5% | +54.0% | -1.5% | +16.5% |
| 5Y | +134.0% | +17.1% | +116.9% | +98.3% |
| All | +916.7% | +227.8% | +688.9% | +481.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling