+17.2%
LMT vs APD
+5.6%
+11.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | -0.5% | -3.5% | +2.9% | -0.3% |
| 30D | -10.8% | -5.1% | -5.7% | -10.5% |
| 3M | +1.6% | +6.9% | -5.3% | +1.8% |
| 6M | -17.6% | +8.1% | -25.6% | -17.3% |
| YTD | +11.6% | +21.2% | -9.7% | +11.8% |
| 1Y | +17.2% | +4.9% | +12.4% | +19.2% |
| All | +17.2% | +5.6% | +11.7% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling