+183.0%
LMT vs PCAR
+365.8%
-182.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -6.3% | -0.5% | -5.8% | -6.1% |
| 30D | -8.5% | -6.2% | -2.3% | -6.9% |
| 3M | +1.8% | +5.9% | -4.1% | -0.2% |
| 6M | -19.9% | +0.4% | -20.3% | -20.5% |
| YTD | +10.6% | +14.8% | -4.3% | +5.4% |
| 1Y | +17.9% | +30.1% | -12.2% | +8.0% |
| 3Y | +27.0% | +66.7% | -39.7% | +3.1% |
| 5Y | +68.7% | +166.1% | -97.5% | +10.9% |
| All | +183.0% | +365.8% | -182.7% | +45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling