+107.6%
LMT vs APA
+88.6%
+19.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.4% | +0.8% |
| 7D | +2.5% | +5.1% | -2.5% | +2.0% |
| 30D | +19.2% | +0.3% | +18.9% | +19.1% |
| 3M | +2.7% | +15.6% | -13.0% | +1.1% |
| 6M | +20.6% | +28.9% | -8.3% | +17.2% |
| YTD | +28.4% | +96.6% | -68.1% | +18.7% |
| 1Y | +36.9% | +95.5% | -58.6% | +26.5% |
| 3Y | +48.5% | +41.8% | +6.7% | +40.5% |
| 5Y | +107.6% | +85.4% | +22.2% | +83.3% |
| All | +107.6% | +88.6% | +19.1% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling