+187.0%
LMT vs PCG
-76.0%
+263.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.9% |
| 7D | -1.3% | +6.5% | -7.8% | -1.7% |
| 30D | -12.5% | -16.7% | +4.2% | -11.8% |
| 3M | -0.5% | -14.2% | +13.7% | +0.2% |
| 6M | -20.0% | -21.5% | +1.4% | -19.1% |
| YTD | +10.4% | -11.2% | +21.6% | +10.8% |
| 1Y | +17.7% | -4.2% | +21.9% | +17.6% |
| 3Y | +34.3% | -14.9% | +49.1% | +34.7% |
| 5Y | +71.8% | +54.2% | +17.6% | +66.9% |
| 10Y | +187.0% | -75.3% | +262.3% | +181.4% |
| All | +187.0% | -76.0% | +263.0% | +181.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling