+11,275.8%
LMT vs PCG
+103.4%
+11,172.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.9% | -1.7% |
| 7D | -6.3% | -13.9% | +7.6% | -5.1% |
| 30D | -8.5% | -16.9% | +8.4% | -7.1% |
| 3M | +1.8% | -14.7% | +16.6% | +3.0% |
| 6M | -19.9% | -23.8% | +3.9% | -18.1% |
| YTD | +10.6% | -10.5% | +21.1% | +11.2% |
| 1Y | +17.9% | -5.1% | +23.1% | +17.8% |
| 3Y | +27.0% | -11.6% | +38.6% | +27.1% |
| 5Y | +68.7% | +59.0% | +9.7% | +58.2% |
| 10Y | +181.1% | -75.7% | +256.8% | +188.9% |
| All | +11,275.8% | +103.4% | +11,172.4% | +6,405.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling