+382.3%
APP vs LHX
+32.5%
+349.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.2% |
| 7D | +0.3% | -4.8% | +5.1% | +1.1% |
| 30D | -1.3% | -12.7% | +11.4% | +1.0% |
| 3M | -36.2% | -17.6% | -18.6% | -34.2% |
| 6M | -34.1% | -30.7% | -3.4% | -29.6% |
| YTD | -53.3% | -14.3% | -39.0% | -52.1% |
| 1Y | -44.5% | -8.4% | -36.1% | -43.9% |
| 3Y | +646.7% | +56.7% | +590.0% | +567.9% |
| 5Y | +306.4% | +18.5% | +288.0% | +276.3% |
| All | +382.3% | +32.5% | +349.9% | +327.6% |
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 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