+25.9%
LMT vs PCAR
+12.4%
+13.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.0% | -10.9% | -7.0% |
| 7D | -5.5% | +3.7% | -9.2% | -5.6% |
| 30D | +17.5% | -2.9% | +20.4% | +17.9% |
| 3M | +1.6% | -21.7% | +23.3% | +3.9% |
| 6M | +16.3% | -6.6% | +22.9% | +16.6% |
| YTD | +25.3% | -2.2% | +27.5% | +24.2% |
| 1Y | +25.9% | +12.2% | +13.6% | +25.7% |
| All | +25.9% | +12.4% | +13.5% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling