+12,181.1%
LMT vs PCAR
+12,524.9%
-343.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.1% |
| 7D | -11.0% | +0.1% | -11.0% | -11.0% |
| 30D | +13.6% | -4.6% | +18.2% | +14.5% |
| 3M | -2.1% | -22.6% | +20.5% | +2.8% |
| 6M | +11.7% | -12.0% | +23.6% | +14.0% |
| YTD | +19.4% | -6.1% | +25.5% | +20.0% |
| 1Y | +24.1% | +6.3% | +17.7% | +21.5% |
| 3Y | +36.2% | +31.8% | +4.4% | +25.5% |
| 5Y | +90.7% | +104.2% | -13.5% | +58.6% |
| 10Y | +212.5% | +302.9% | -90.4% | +124.9% |
| All | +12,181.1% | +12,524.9% | -343.8% | +5,229.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling