+74.4%
LMT vs APD
+26.2%
+48.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.2% |
| 7D | -1.5% | -2.5% | +1.0% | -1.2% |
| 30D | -8.2% | -1.9% | -6.4% | -8.0% |
| 3M | +3.7% | +8.2% | -4.5% | +2.6% |
| 6M | -19.2% | +10.7% | -29.9% | -20.4% |
| YTD | +12.9% | +22.9% | -10.1% | +9.3% |
| 1Y | +19.8% | +5.8% | +14.0% | +18.5% |
| 3Y | +37.3% | +7.8% | +29.5% | +34.0% |
| 5Y | +74.4% | +26.1% | +48.3% | +56.1% |
| All | +74.4% | +26.2% | +48.2% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling