+35.0%
LMT vs PBR
+99.7%
-64.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -0.2% | +5.4% | -5.6% | -0.6% |
| 30D | -13.1% | +22.9% | -35.9% | -14.6% |
| 3M | -3.9% | +19.6% | -23.5% | -5.3% |
| 6M | -18.3% | +16.5% | -34.7% | -19.4% |
| YTD | +10.3% | +86.7% | -76.3% | +4.1% |
| 1Y | +14.2% | +74.7% | -60.5% | +8.3% |
| 3Y | +35.0% | +102.6% | -67.6% | +18.6% |
| All | +35.0% | +99.7% | -64.7% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 3y: compounded portfolio wealth divided by compounded PBR 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…
3y analysis · Full analysis span regression · 6 months rolling