+36.2%
LMT vs PCOR
+43.8%
-7.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -11.0% | +22.7% | -33.7% | -10.4% |
| 30D | +13.6% | +37.5% | -23.9% | +14.5% |
| 3M | -2.1% | +35.2% | -37.3% | -1.3% |
| 6M | +11.7% | +42.2% | -30.6% | +12.6% |
| YTD | +19.4% | +3.6% | +15.8% | +19.9% |
| 1Y | +24.1% | -4.8% | +28.8% | +24.6% |
| 3Y | +36.2% | +48.3% | -12.2% | +35.4% |
| All | +36.2% | +43.8% | -7.6% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling