+189.0%
LMT vs APD
+168.7%
+20.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -0.5% | -3.5% | +2.9% | +0.5% |
| 30D | -10.8% | -5.1% | -5.7% | -9.4% |
| 3M | +1.6% | +6.9% | -5.3% | -0.6% |
| 6M | -17.6% | +8.1% | -25.6% | -19.8% |
| YTD | +11.6% | +21.2% | -9.7% | +4.5% |
| 1Y | +17.2% | +4.9% | +12.4% | +14.3% |
| 3Y | +35.7% | +6.3% | +29.4% | +28.4% |
| 5Y | +75.2% | +24.3% | +50.9% | +51.3% |
| All | +189.0% | +168.7% | +20.4% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded APD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling