+75.6%
LMT vs PCOR
-9.0%
+84.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.7% |
| 7D | -8.5% | +22.2% | -30.7% | -8.4% |
| 30D | +15.4% | +36.0% | -20.6% | +15.6% |
| 3M | +0.7% | +34.0% | -33.3% | +0.8% |
| 6M | +17.6% | +43.5% | -25.9% | +17.8% |
| YTD | +23.8% | +5.1% | +18.7% | +24.1% |
| 1Y | +31.6% | -3.9% | +35.6% | +32.0% |
| 3Y | +44.0% | +52.9% | -8.9% | +43.2% |
| 5Y | +98.8% | -18.7% | +117.5% | +99.3% |
| All | +75.6% | -9.0% | +84.6% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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