+71.8%
LMT vs APA
+177.1%
-105.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.1% | -2.5% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | -12.5% | +9.3% | -21.8% | -13.3% |
| 3M | -0.5% | +23.3% | -23.8% | -2.7% |
| 6M | -20.0% | +39.5% | -59.5% | -23.2% |
| YTD | +10.4% | +87.6% | -77.2% | +2.6% |
| 1Y | +17.7% | +114.2% | -96.5% | +7.6% |
| 3Y | +34.3% | +13.6% | +20.7% | +30.5% |
| 5Y | +71.8% | +175.6% | -103.8% | +45.6% |
| All | +71.8% | +177.1% | -105.2% | +45.6% |
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