+37.3%
LMT vs APA
+9.3%
+27.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.2% | +2.0% |
| 7D | -1.5% | -1.7% | +0.2% | -1.4% |
| 30D | -8.2% | +15.7% | -24.0% | -9.2% |
| 3M | +3.7% | +16.5% | -12.7% | +2.6% |
| 6M | -19.2% | +35.1% | -54.3% | -21.2% |
| YTD | +12.9% | +82.2% | -69.4% | +7.6% |
| 1Y | +19.8% | +102.5% | -82.7% | +13.2% |
| 3Y | +37.3% | +10.3% | +27.0% | +37.4% |
| All | +37.3% | +9.3% | +27.9% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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