+3,754.8%
LMT vs PAAS
+1,235.6%
+2,519.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.3% |
| 7D | -6.3% | -2.9% | -3.4% | -6.1% |
| 30D | -8.5% | +6.8% | -15.3% | -8.8% |
| 3M | +1.8% | -2.9% | +4.7% | +1.8% |
| 6M | -19.9% | -16.4% | -3.5% | -19.6% |
| YTD | +10.6% | 0.0% | +10.5% | +9.9% |
| 1Y | +17.9% | +54.3% | -36.4% | +14.7% |
| 3Y | +27.0% | +230.7% | -203.7% | +17.8% |
| 5Y | +68.7% | +111.6% | -43.0% | +58.6% |
| 10Y | +181.1% | +211.7% | -30.6% | +152.0% |
| All | +3,754.8% | +1,235.6% | +2,519.2% | +2,950.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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