+225.8%
LHX vs APD
+168.7%
+57.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -4.8% | -3.5% | -1.3% | -3.7% |
| 30D | -12.7% | -5.1% | -7.7% | -11.3% |
| 3M | -17.6% | +6.9% | -24.5% | -19.6% |
| 6M | -30.7% | +8.1% | -38.8% | -32.8% |
| YTD | -14.3% | +21.2% | -35.6% | -20.3% |
| 1Y | -8.4% | +4.9% | -13.3% | -10.9% |
| 3Y | +56.7% | +6.3% | +50.4% | +47.8% |
| 5Y | +18.5% | +24.3% | -5.8% | +2.0% |
| All | +225.8% | +168.7% | +57.1% | +89.4% |
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