+73.0%
LMT vs PBR
+552.2%
-479.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -0.2% | +5.4% | -5.6% | -0.7% |
| 30D | -13.1% | +22.9% | -35.9% | -14.7% |
| 3M | -3.9% | +19.6% | -23.5% | -5.5% |
| 6M | -18.3% | +16.5% | -34.7% | -19.6% |
| YTD | +10.3% | +86.7% | -76.3% | +3.9% |
| 1Y | +14.2% | +74.7% | -60.5% | +8.1% |
| 3Y | +35.0% | +102.6% | -67.6% | +24.8% |
| All | +73.0% | +552.2% | -479.1% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling