-9.3%
LHX vs APD
+36.4%
-45.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.9% | -8.3% | -6.5% |
| 7D | -0.3% | +3.8% | -4.1% | -0.4% |
| 30D | +9.7% | +14.1% | -4.5% | +9.5% |
| 3M | -8.5% | +8.2% | -16.7% | -8.5% |
| 6M | -15.1% | +7.5% | -22.6% | -15.2% |
| YTD | -10.4% | +31.7% | -42.1% | -10.0% |
| 1Y | -9.3% | +35.1% | -44.4% | -9.3% |
| All | -9.3% | +36.4% | -45.7% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling