+18.7%
LHX vs APTV
-69.3%
+88.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -4.3% | -5.0% | +0.8% | -3.9% |
| 30D | -15.1% | -6.1% | -9.1% | -14.8% |
| 3M | -21.0% | -33.0% | +12.0% | -18.9% |
| 6M | -32.0% | -35.2% | +3.2% | -30.3% |
| YTD | -15.3% | -40.1% | +24.8% | -12.6% |
| 1Y | -11.1% | -45.6% | +34.6% | -7.6% |
| 3Y | +54.0% | -54.4% | +108.4% | +60.2% |
| All | +18.7% | -69.3% | +88.0% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling