+185.9%
LMT vs APD
+170.1%
+15.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -1.3% | -4.6% | +3.3% | +0.1% |
| 30D | -12.5% | -4.2% | -8.3% | -11.4% |
| 3M | -0.5% | +5.0% | -5.4% | -2.1% |
| 6M | -20.0% | +8.9% | -29.0% | -22.4% |
| YTD | +10.4% | +21.9% | -11.5% | +3.2% |
| 1Y | +17.7% | +5.6% | +12.2% | +14.5% |
| 3Y | +34.3% | +6.9% | +27.4% | +26.8% |
| 5Y | +71.8% | +25.3% | +46.5% | +47.9% |
| All | +185.9% | +170.1% | +15.8% | +77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling