+60.0%
LMT vs PCOR
-33.1%
+93.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.2% | +2.1% |
| 7D | -1.5% | -6.9% | +5.4% | -1.5% |
| 30D | -8.2% | -1.5% | -6.7% | -8.2% |
| 3M | +3.7% | +18.5% | -14.8% | +3.7% |
| 6M | -19.2% | -4.7% | -14.5% | -19.2% |
| YTD | +12.9% | -22.8% | +35.6% | +12.9% |
| 1Y | +19.8% | -20.7% | +40.5% | +19.8% |
| 3Y | +37.3% | -14.6% | +51.8% | +36.7% |
| 5Y | +74.4% | -40.7% | +115.1% | +74.8% |
| All | +60.0% | -33.1% | +93.2% | +61.8% |
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