+527.5%
APP vs LHX
+45.3%
+482.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.9% |
| 7D | +4.6% | +4.8% | -0.2% | +3.9% |
| 30D | +56.0% | +14.7% | +41.4% | +52.0% |
| 3M | +30.8% | -5.1% | +36.0% | +31.7% |
| 6M | -9.8% | -9.9% | +0.1% | -8.6% |
| YTD | -39.3% | -6.1% | -33.2% | -38.8% |
| 1Y | -26.4% | -4.0% | -22.5% | -26.1% |
| 3Y | +887.9% | +56.9% | +831.0% | +785.5% |
| 5Y | +264.1% | +36.6% | +227.5% | +231.3% |
| All | +527.5% | +45.3% | +482.2% | +446.2% |
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