+25.9%
LMT vs PCG
-14.1%
+39.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -6.9% |
| 7D | -5.5% | +1.9% | -7.4% | -5.6% |
| 30D | +17.5% | +8.5% | +8.9% | +16.9% |
| 3M | +1.6% | -22.9% | +24.5% | +3.2% |
| 6M | +16.3% | -16.8% | +33.1% | +16.5% |
| YTD | +25.3% | -15.8% | +41.0% | +28.3% |
| 1Y | +25.9% | -16.0% | +41.9% | +28.2% |
| All | +25.9% | -14.1% | +39.9% | +28.2% |
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