+99.9%
LMT vs APTV
-77.5%
+177.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | +5.1% | -1.7% | +6.9% | +5.1% |
| 30D | +14.1% | -11.6% | +25.7% | +14.2% |
| 3M | +0.3% | -21.2% | +21.5% | +0.5% |
| 6M | +16.1% | -28.5% | +44.6% | +16.2% |
| YTD | +25.5% | -49.1% | +74.5% | +26.2% |
| 1Y | +34.1% | -52.2% | +86.3% | +35.1% |
| 3Y | +45.1% | -48.6% | +93.7% | +45.2% |
| All | +99.9% | -77.5% | +177.3% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling