+99.9%
LMT vs PCOR
-11.9%
+111.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | +5.1% | +3.0% | +2.1% | +5.1% |
| 30D | +14.1% | +38.7% | -24.5% | +14.5% |
| 3M | +0.3% | +24.9% | -24.6% | +0.6% |
| 6M | +16.1% | +68.8% | -52.7% | +16.5% |
| YTD | +25.5% | +6.7% | +18.8% | +25.8% |
| 1Y | +34.1% | +3.0% | +31.1% | +34.5% |
| 3Y | +45.1% | +48.6% | -3.5% | +44.8% |
| All | +99.9% | -11.9% | +111.7% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling