+36.9%
LMT vs PCG
-20.1%
+57.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +2.5% | -2.2% | +4.8% | +2.6% |
| 30D | +19.2% | -0.5% | +19.6% | +19.2% |
| 3M | +2.7% | -24.0% | +26.7% | +4.5% |
| 6M | +20.6% | -18.6% | +39.2% | +21.0% |
| YTD | +28.4% | -17.7% | +46.1% | +31.7% |
| 1Y | +36.9% | -20.0% | +56.9% | +39.6% |
| All | +36.9% | -20.1% | +57.0% | +39.6% |
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