+212.5%
LHX vs APD
+191.9%
+20.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +4.8% | +3.8% | +1.0% | +3.6% |
| 30D | +14.7% | +8.2% | +6.5% | +11.9% |
| 3M | -5.1% | +4.3% | -9.4% | -6.4% |
| 6M | -9.9% | +4.7% | -14.6% | -11.5% |
| YTD | -6.1% | +31.5% | -37.6% | -14.9% |
| 1Y | -4.0% | +23.5% | -27.5% | -11.4% |
| 3Y | +56.9% | +29.1% | +27.8% | +38.7% |
| 5Y | +36.6% | +15.9% | +20.7% | +23.3% |
| All | +212.5% | +191.9% | +20.6% | +79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling