+7,700.9%
LHX vs APD
+6,115.6%
+1,585.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | -2.0% | -2.2% | +0.3% | -1.2% |
| 30D | -9.9% | +2.1% | -12.0% | -10.6% |
| 3M | -16.5% | +7.2% | -23.7% | -18.9% |
| 6M | -29.6% | +11.2% | -40.8% | -32.7% |
| YTD | -11.6% | +24.4% | -36.0% | -19.2% |
| 1Y | -4.1% | +6.7% | -10.7% | -7.9% |
| 3Y | +53.3% | +9.2% | +44.0% | +41.6% |
| 5Y | +22.3% | +27.4% | -5.1% | +4.1% |
| 10Y | +231.9% | +164.8% | +67.0% | +106.7% |
| All | +7,700.9% | +6,115.6% | +1,585.3% | +1,459.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling