+500.0%
APP vs LMT
+69.1%
+430.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.6% | +11.4% | +9.7% |
| 7D | +71.2% | -11.0% | +82.2% | +69.4% |
| 30D | +39.1% | +13.6% | +25.5% | +40.1% |
| 3M | +16.5% | -2.1% | +18.7% | +16.3% |
| 6M | -16.6% | +11.7% | -28.2% | -16.0% |
| YTD | -41.9% | +19.4% | -61.3% | -41.0% |
| 1Y | -37.0% | +24.1% | -61.1% | -35.9% |
| 3Y | +892.4% | +36.2% | +856.3% | +912.4% |
| 5Y | +297.3% | +90.7% | +206.6% | +324.5% |
| All | +500.0% | +69.1% | +430.9% | +535.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling