+75.2%
LMT vs APTV
-69.7%
+144.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +1.0% |
| 7D | -0.5% | -1.8% | +1.3% | -0.5% |
| 30D | -10.8% | -7.9% | -2.8% | -10.7% |
| 3M | +1.6% | -29.9% | +31.5% | +2.0% |
| 6M | -17.6% | -36.6% | +19.0% | -17.1% |
| YTD | +11.6% | -40.0% | +51.5% | +12.3% |
| 1Y | +17.2% | -44.0% | +61.2% | +18.1% |
| 3Y | +35.7% | -54.5% | +90.3% | +36.9% |
| 5Y | +75.2% | -68.8% | +144.0% | +70.6% |
| All | +75.2% | -69.7% | +144.9% | +70.6% |
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