+995.2%
LMT vs APTV
+194.6%
+800.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.8% |
| 7D | -6.3% | +4.8% | -11.1% | -6.8% |
| 30D | -8.5% | +2.0% | -10.5% | -8.8% |
| 3M | +1.8% | -34.2% | +36.1% | +6.3% |
| 6M | -19.9% | -34.7% | +14.7% | -16.7% |
| YTD | +10.6% | -37.0% | +47.6% | +15.4% |
| 1Y | +17.9% | -40.4% | +58.3% | +23.7% |
| 3Y | +27.0% | -54.1% | +81.1% | +35.5% |
| 5Y | +68.7% | -68.0% | +136.7% | +85.3% |
| 10Y | +181.1% | -15.5% | +196.6% | +148.3% |
| All | +995.2% | +194.6% | +800.7% | +599.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling