+7,517.2%
LHX vs APA
+860.1%
+6,657.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.0% | -2.6% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | -13.2% | +9.3% | -22.5% | -14.6% |
| 3M | -18.4% | +23.3% | -41.7% | -21.6% |
| 6M | -32.0% | +39.5% | -71.4% | -36.6% |
| YTD | -13.6% | +87.6% | -101.3% | -23.7% |
| 1Y | -6.0% | +114.2% | -120.2% | -19.3% |
| 3Y | +57.9% | +13.6% | +44.4% | +47.1% |
| 5Y | +19.2% | +175.6% | -156.4% | -9.3% |
| 10Y | +232.3% | -2.6% | +234.9% | +151.8% |
| All | +7,517.2% | +860.1% | +6,657.1% | +3,961.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling