-55.4%
APP vs LHX
-8.3%
-47.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -6.5% | +17.1% | +10.6% |
| 7D | +4.5% | -0.3% | +4.9% | +4.0% |
| 30D | -3.6% | +9.7% | -13.3% | -5.0% |
| 3M | -35.3% | -8.5% | -26.7% | -34.9% |
| 6M | -42.8% | -15.1% | -27.7% | -41.7% |
| YTD | -59.7% | -10.4% | -49.2% | -56.8% |
| 1Y | -55.4% | -9.3% | -46.1% | -52.1% |
| All | -55.4% | -8.3% | -47.1% | -52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling