+222.0%
LHX vs APTV
-16.1%
+238.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -4.3% | -5.0% | +0.8% | -3.6% |
| 30D | -15.1% | -6.1% | -9.1% | -14.5% |
| 3M | -21.0% | -33.0% | +12.0% | -16.9% |
| 6M | -32.0% | -35.2% | +3.2% | -28.5% |
| YTD | -15.3% | -40.1% | +24.8% | -10.1% |
| 1Y | -11.1% | -45.6% | +34.6% | -4.3% |
| 3Y | +54.0% | -54.4% | +108.4% | +66.9% |
| 5Y | +17.1% | -68.9% | +86.0% | +32.2% |
| All | +222.0% | -16.1% | +238.1% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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