+294.2%
APP vs LHX
+18.8%
+275.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.9% |
| 7D | -4.4% | -3.7% | -0.7% | -3.7% |
| 30D | -10.0% | -13.2% | +3.1% | -7.8% |
| 3M | -41.4% | -18.4% | -23.1% | -39.4% |
| 6M | -41.0% | -32.0% | -9.1% | -36.6% |
| YTD | -54.7% | -13.6% | -41.1% | -53.5% |
| 1Y | -45.3% | -6.0% | -39.4% | -45.0% |
| 3Y | +624.3% | +57.9% | +566.3% | +545.4% |
| All | +294.2% | +18.8% | +275.4% | +258.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling