+382.3%
APP vs LMT
+58.1%
+324.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +3.2% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | -1.3% | -10.8% | +9.5% | -2.0% |
| 3M | -36.2% | +1.6% | -37.8% | -36.1% |
| 6M | -34.1% | -17.6% | -16.6% | -34.6% |
| YTD | -53.3% | +11.6% | -64.9% | -52.7% |
| 1Y | -44.5% | +17.2% | -61.8% | -43.7% |
| 3Y | +646.7% | +35.7% | +610.9% | +657.1% |
| 5Y | +306.4% | +75.2% | +231.2% | +332.8% |
| All | +382.3% | +58.1% | +324.2% | +408.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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