+17.9%
LMT vs PCG
-6.6%
+24.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.9% | -1.6% |
| 7D | -6.3% | -13.9% | +7.6% | -5.4% |
| 30D | -8.5% | -16.9% | +8.4% | -7.4% |
| 3M | +1.8% | -14.7% | +16.6% | +2.3% |
| 6M | -19.9% | -23.8% | +3.9% | -18.5% |
| YTD | +10.6% | -10.5% | +21.1% | +11.6% |
| 1Y | +17.9% | -5.1% | +23.1% | +18.7% |
| All | +17.9% | -6.6% | +24.5% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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