+36.3%
LHX vs APD
+15.4%
+20.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +5.3% | +2.2% | +3.2% | +5.0% |
| 30D | +15.8% | +9.4% | +6.4% | +14.2% |
| 3M | -6.1% | +4.7% | -10.7% | -6.7% |
| 6M | -11.4% | +5.5% | -16.9% | -12.3% |
| YTD | -6.3% | +31.4% | -37.7% | -10.8% |
| 1Y | -8.0% | +24.1% | -32.1% | -11.7% |
| 3Y | +58.1% | +28.8% | +29.3% | +49.2% |
| 5Y | +36.3% | +15.8% | +20.6% | +26.3% |
| All | +36.3% | +15.4% | +20.9% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling