+222.0%
LHX vs APA
-2.4%
+224.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.2% |
| 7D | -4.3% | +4.6% | -8.8% | -4.8% |
| 30D | -15.1% | +11.9% | -27.1% | -16.3% |
| 3M | -21.0% | +22.5% | -43.4% | -23.0% |
| 6M | -32.0% | +37.5% | -69.5% | -35.1% |
| YTD | -15.3% | +87.2% | -102.5% | -22.2% |
| 1Y | -11.1% | +101.4% | -112.5% | -19.3% |
| 3Y | +54.0% | +16.9% | +37.1% | +46.1% |
| 5Y | +17.1% | +178.4% | -161.3% | -1.7% |
| All | +222.0% | -2.4% | +224.4% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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