+36.2%
LMT vs PCAR
+31.0%
+5.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.5% |
| 7D | -11.0% | +0.1% | -11.0% | -11.0% |
| 30D | +13.6% | -4.6% | +18.2% | +13.9% |
| 3M | -2.1% | -22.6% | +20.5% | -0.7% |
| 6M | +11.7% | -12.0% | +23.6% | +12.3% |
| YTD | +19.4% | -6.1% | +25.5% | +19.5% |
| 1Y | +24.1% | +6.3% | +17.7% | +23.7% |
| 3Y | +36.2% | +31.8% | +4.4% | +38.9% |
| All | +36.2% | +31.0% | +5.2% | +38.9% |
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 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