+654.6%
APP vs LMT
+34.2%
+620.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.7% | +2.1% |
| 7D | +0.9% | -6.3% | +7.1% | +0.2% |
| 30D | -23.3% | -8.5% | -14.8% | -24.0% |
| 3M | -42.6% | +1.8% | -44.5% | -42.4% |
| 6M | -33.6% | -19.9% | -13.7% | -34.8% |
| YTD | -52.4% | +10.6% | -63.0% | -51.1% |
| 1Y | -35.9% | +17.9% | -53.8% | -33.7% |
| All | +654.6% | +34.2% | +620.4% | +748.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling