+19.8%
LMT vs PCAR
+26.5%
-6.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.8% | +2.2% |
| 7D | -1.5% | 0.0% | -1.6% | -1.6% |
| 30D | -8.2% | -7.7% | -0.5% | -7.6% |
| 3M | +3.7% | +3.7% | 0.0% | +3.1% |
| 6M | -19.2% | +2.3% | -21.5% | -19.7% |
| YTD | +12.9% | +12.8% | +0.1% | +10.7% |
| 1Y | +19.8% | +27.8% | -8.0% | +18.0% |
| All | +19.8% | +26.5% | -6.7% | +18.0% |
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