-26.4%
APP vs LMT
+33.5%
-59.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +3.5% |
| 7D | +4.6% | +5.1% | -0.5% | +6.2% |
| 30D | +56.0% | +14.1% | +41.9% | +58.8% |
| 3M | +30.8% | +0.3% | +30.6% | +31.3% |
| 6M | -9.8% | +16.1% | -25.9% | -8.1% |
| YTD | -39.3% | +25.5% | -64.8% | -29.5% |
| 1Y | -26.4% | +34.1% | -60.6% | -9.2% |
| All | -26.4% | +33.5% | -59.9% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling