+12,961.6%
LMT vs APD
+6,342.2%
+6,619.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.4% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | +18.4% | +11.0% | +7.3% | +14.9% |
| 3M | +0.6% | +1.3% | -0.7% | +0.2% |
| 6M | +20.6% | +6.4% | +14.2% | +18.2% |
| YTD | +27.0% | +28.9% | -2.0% | +17.3% |
| 1Y | +36.9% | +23.2% | +13.6% | +27.6% |
| 3Y | +46.9% | +26.3% | +20.5% | +33.1% |
| 5Y | +104.2% | +12.0% | +92.2% | +87.9% |
| 10Y | +205.2% | +183.2% | +22.1% | +110.4% |
| All | +12,961.6% | +6,342.2% | +6,619.4% | +3,745.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling