+206.5%
LMT vs PCG
-76.4%
+282.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +2.5% | -2.2% | +4.8% | +2.7% |
| 30D | +19.2% | -0.5% | +19.6% | +19.2% |
| 3M | +2.7% | -24.0% | +26.7% | +4.1% |
| 6M | +20.6% | -18.6% | +39.2% | +21.7% |
| YTD | +28.4% | -17.7% | +46.1% | +29.4% |
| 1Y | +36.9% | -20.0% | +56.9% | +38.2% |
| 3Y | +48.5% | -20.2% | +68.8% | +49.6% |
| 5Y | +107.6% | +8.4% | +99.2% | +105.1% |
| 10Y | +206.5% | -76.4% | +282.9% | +208.9% |
| All | +206.5% | -76.4% | +282.9% | +208.9% |
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