+19.4%
LHX vs APA
+171.6%
-152.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.0% | -2.5% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | -13.2% | +9.3% | -22.5% | -14.2% |
| 3M | -18.4% | +23.3% | -41.7% | -20.8% |
| 6M | -32.0% | +39.5% | -71.4% | -35.6% |
| YTD | -13.6% | +87.6% | -101.3% | -21.9% |
| 1Y | -6.0% | +114.2% | -120.2% | -16.9% |
| 3Y | +57.9% | +13.6% | +44.4% | +50.1% |
| All | +19.4% | +171.6% | -152.1% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling