+194.3%
LMT vs APD
+191.6%
+2.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +4.8% | +2.2% | +2.7% | +4.2% |
| 30D | +19.9% | +9.4% | +10.4% | +16.7% |
| 3M | +0.2% | +4.7% | -4.5% | -1.3% |
| 6M | +17.4% | +5.5% | +11.9% | +15.3% |
| YTD | +27.2% | +31.4% | -4.3% | +16.1% |
| 1Y | +35.6% | +24.1% | +11.5% | +25.5% |
| 3Y | +47.1% | +28.8% | +18.3% | +30.7% |
| 5Y | +103.7% | +15.8% | +87.9% | +84.4% |
| All | +194.3% | +191.6% | +2.7% | +75.4% |
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