+74.4%
LMT vs PCAR
+168.7%
-94.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.8% | +2.3% |
| 7D | -1.5% | 0.0% | -1.6% | -1.5% |
| 30D | -8.2% | -7.7% | -0.5% | -7.5% |
| 3M | +3.7% | +3.7% | 0.0% | +3.2% |
| 6M | -19.2% | +2.3% | -21.5% | -19.6% |
| YTD | +12.9% | +12.8% | +0.1% | +11.0% |
| 1Y | +19.8% | +27.8% | -8.0% | +16.2% |
| 3Y | +37.3% | +61.8% | -24.5% | +26.8% |
| 5Y | +74.4% | +168.2% | -93.8% | +40.8% |
| All | +74.4% | +168.7% | -94.3% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling