+202.1%
LMT vs PCAR
+326.7%
-124.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.7% |
| 7D | -8.5% | +2.9% | -11.5% | -9.3% |
| 30D | +15.4% | -2.1% | +17.6% | +15.9% |
| 3M | +0.7% | -20.4% | +21.0% | +6.8% |
| 6M | +17.6% | -7.0% | +24.6% | +19.1% |
| YTD | +23.8% | -2.6% | +26.5% | +23.2% |
| 1Y | +31.6% | +9.8% | +21.9% | +26.4% |
| 3Y | +44.0% | +37.3% | +6.7% | +23.8% |
| 5Y | +98.8% | +116.4% | -17.6% | +39.1% |
| 10Y | +202.1% | +293.0% | -90.8% | +69.5% |
| All | +202.1% | +326.7% | -124.5% | +69.5% |
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