+3,349.4%
LMT vs PBR
+1,873.9%
+1,475.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -1.3% | +0.3% | -1.7% | -1.4% |
| 30D | -12.5% | +17.5% | -30.0% | -14.4% |
| 3M | -0.5% | +20.9% | -21.4% | -3.0% |
| 6M | -20.0% | +20.2% | -40.3% | -22.2% |
| YTD | +10.4% | +84.3% | -73.9% | +1.7% |
| 1Y | +17.7% | +77.1% | -59.4% | +8.9% |
| 3Y | +34.3% | +100.8% | -66.5% | +20.8% |
| 5Y | +71.8% | +556.1% | -484.3% | +29.7% |
| 10Y | +187.0% | +676.1% | -489.1% | +95.6% |
| All | +3,349.4% | +1,873.9% | +1,475.5% | +1,854.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling