+197.2%
LMT vs PCAR
+293.9%
-96.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.5% |
| 7D | +2.5% | +2.2% | +0.3% | +1.9% |
| 30D | +19.2% | +0.3% | +18.8% | +18.9% |
| 3M | +2.7% | -17.9% | +20.6% | +8.1% |
| 6M | +20.6% | -3.4% | +24.0% | +20.9% |
| YTD | +28.4% | -0.1% | +28.5% | +26.9% |
| 1Y | +36.9% | +13.4% | +23.5% | +30.3% |
| 3Y | +48.5% | +37.2% | +11.3% | +28.0% |
| 5Y | +107.6% | +117.3% | -9.7% | +45.6% |
| All | +197.2% | +293.9% | -96.7% | +64.9% |
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