-19.9%
LMT vs PCOR
+3.2%
-23.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.8% | -1.3% |
| 7D | -6.3% | -9.0% | +2.7% | -6.1% |
| 30D | -8.5% | +4.2% | -12.7% | -8.6% |
| 3M | +1.8% | +14.4% | -12.6% | +1.1% |
| 6M | -19.9% | +0.2% | -20.1% | -20.3% |
| All | -19.9% | +3.2% | -23.2% | -20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling