+45.1%
LMT vs PCAR
+35.4%
+9.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +5.1% | +4.9% | +0.2% | +4.9% |
| 30D | +14.1% | -1.4% | +15.6% | +14.2% |
| 3M | +0.3% | -18.1% | +18.4% | +1.4% |
| 6M | +16.1% | -4.0% | +20.1% | +16.2% |
| YTD | +25.5% | -1.5% | +26.9% | +25.3% |
| 1Y | +34.1% | +13.2% | +20.9% | +33.3% |
| 3Y | +45.1% | +35.8% | +9.3% | +50.2% |
| All | +45.1% | +35.4% | +9.7% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling