-35.9%
APP vs LHX
-4.7%
-31.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.4% |
| 7D | +0.9% | -2.4% | +3.3% | +1.1% |
| 30D | -23.3% | -10.4% | -12.9% | -22.5% |
| 3M | -42.6% | -16.9% | -25.8% | -41.3% |
| 6M | -33.6% | -29.9% | -3.7% | -29.0% |
| YTD | -52.4% | -12.0% | -40.4% | -49.2% |
| 1Y | -35.9% | -4.5% | -31.3% | -34.8% |
| All | -35.9% | -4.7% | -31.2% | -34.8% |
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