+619.5%
APP vs LHX
+57.1%
+562.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.9% |
| 7D | -4.4% | -3.7% | -0.7% | -3.9% |
| 30D | -10.0% | -13.2% | +3.1% | -8.3% |
| 3M | -41.4% | -18.4% | -23.1% | -39.8% |
| 6M | -41.0% | -32.0% | -9.1% | -37.3% |
| YTD | -54.7% | -13.6% | -41.1% | -53.3% |
| 1Y | -45.3% | -6.0% | -39.4% | -44.4% |
| All | +619.5% | +57.1% | +562.4% | +562.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling