+528.8%
APP vs LMT
+75.4%
+453.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +5.3% |
| 7D | +79.2% | -8.5% | +87.7% | +78.0% |
| 30D | +48.0% | +15.4% | +32.6% | +49.5% |
| 3M | +18.2% | +0.7% | +17.6% | +18.4% |
| 6M | -12.5% | +17.6% | -30.1% | -11.5% |
| YTD | -39.2% | +23.8% | -63.0% | -37.9% |
| 1Y | -33.9% | +31.6% | -65.5% | -32.3% |
| 3Y | +933.3% | +44.0% | +889.3% | +958.2% |
| 5Y | +295.9% | +98.8% | +197.0% | +324.8% |
| All | +528.8% | +75.4% | +453.4% | +568.5% |
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