-26.4%
APP vs LHX
-8.0%
-18.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.9% |
| 7D | +4.6% | +4.8% | -0.2% | +4.7% |
| 30D | +56.0% | +14.7% | +41.4% | +54.3% |
| 3M | +30.8% | -5.1% | +36.0% | +31.7% |
| 6M | -9.8% | -9.9% | +0.1% | -8.5% |
| YTD | -39.3% | -6.1% | -33.2% | -32.3% |
| 1Y | -26.4% | -4.0% | -22.5% | -18.9% |
| All | -26.4% | -8.0% | -18.4% | -18.9% |
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