+503.8%
APP vs LMT
+80.2%
+423.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.9% |
| 7D | +10.6% | +4.8% | +5.7% | +11.2% |
| 30D | +44.6% | +19.9% | +24.7% | +46.7% |
| 3M | +29.6% | +0.2% | +29.4% | +30.0% |
| 6M | -19.8% | +17.4% | -37.2% | -18.7% |
| YTD | -41.6% | +27.2% | -68.7% | -40.2% |
| 1Y | -32.7% | +35.6% | -68.3% | -30.8% |
| 3Y | +799.0% | +47.1% | +751.9% | +824.0% |
| 5Y | +250.4% | +103.7% | +146.7% | +277.2% |
| All | +503.8% | +80.2% | +423.6% | +544.1% |
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