+391.7%
APP vs LHX
+36.8%
+354.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.5% |
| 7D | +0.9% | -2.0% | +2.8% | +1.2% |
| 30D | -23.3% | -9.9% | -13.3% | -21.9% |
| 3M | -42.6% | -16.5% | -26.2% | -40.9% |
| 6M | -33.6% | -29.6% | -4.0% | -29.2% |
| YTD | -52.4% | -11.6% | -40.9% | -51.4% |
| 1Y | -35.9% | -4.1% | -31.8% | -35.6% |
| 3Y | +642.2% | +53.3% | +589.0% | +567.9% |
| 5Y | +311.1% | +22.3% | +288.8% | +278.6% |
| All | +391.7% | +36.8% | +354.9% | +333.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling