+57.1%
LHX vs APD
+6.4%
+50.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -3.7% | -4.6% | +0.9% | -3.2% |
| 30D | -13.2% | -4.2% | -9.0% | -12.7% |
| 3M | -18.4% | +5.0% | -23.3% | -18.9% |
| 6M | -32.0% | +8.9% | -40.9% | -32.8% |
| YTD | -13.6% | +21.9% | -35.5% | -16.2% |
| 1Y | -6.0% | +5.6% | -11.5% | -6.9% |
| All | +57.1% | +6.4% | +50.7% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling