+25.9%
LMT vs APTV
-46.4%
+72.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.6% | -11.5% | -6.7% |
| 7D | -5.5% | -1.9% | -3.7% | -5.5% |
| 30D | +17.5% | -1.4% | +18.9% | +17.5% |
| 3M | +1.6% | -9.3% | +10.9% | +1.4% |
| 6M | +16.3% | -27.3% | +43.6% | +15.4% |
| YTD | +25.3% | -43.1% | +68.4% | +24.6% |
| 1Y | +25.9% | -46.5% | +72.4% | +24.0% |
| All | +25.9% | -46.4% | +72.2% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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