+13,111.6%
LMT vs APA
+905.9%
+12,205.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.4% | +0.7% |
| 7D | +2.5% | +5.1% | -2.5% | +1.9% |
| 30D | +19.2% | +0.3% | +18.9% | +19.1% |
| 3M | +2.7% | +15.6% | -13.0% | +0.7% |
| 6M | +20.6% | +28.9% | -8.3% | +16.5% |
| YTD | +28.4% | +96.6% | -68.1% | +17.3% |
| 1Y | +36.9% | +95.5% | -58.6% | +25.0% |
| 3Y | +48.5% | +41.8% | +6.7% | +37.6% |
| 5Y | +107.6% | +85.4% | +22.2% | +81.3% |
| 10Y | +206.5% | +4.5% | +201.9% | +150.7% |
| All | +13,111.6% | +905.9% | +12,205.8% | +8,851.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling