+193.4%
LMT vs PCG
-74.9%
+268.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.6% | +1.9% |
| 7D | -1.5% | +5.4% | -6.9% | -1.8% |
| 30D | -8.2% | -15.1% | +6.9% | -7.6% |
| 3M | +3.7% | -9.8% | +13.5% | +4.1% |
| 6M | -19.2% | -18.0% | -1.2% | -18.5% |
| YTD | +12.9% | -7.2% | +20.1% | +13.0% |
| 1Y | +19.8% | +2.9% | +16.9% | +19.2% |
| 3Y | +37.3% | -11.1% | +48.4% | +37.4% |
| 5Y | +74.4% | +61.8% | +12.6% | +68.9% |
| All | +193.4% | -74.9% | +268.3% | +187.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling