+56.8%
LMT vs PCOR
-30.9%
+87.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.8% | -1.4% |
| 7D | -6.3% | -9.0% | +2.7% | -6.3% |
| 30D | -8.5% | +4.2% | -12.7% | -8.5% |
| 3M | +1.8% | +14.4% | -12.6% | +1.8% |
| 6M | -19.9% | +0.2% | -20.1% | -19.9% |
| YTD | +10.6% | -20.3% | +30.8% | +10.6% |
| 1Y | +17.9% | -16.1% | +34.1% | +18.0% |
| 3Y | +27.0% | -14.7% | +41.7% | +26.5% |
| 5Y | +68.7% | -43.2% | +111.8% | +69.0% |
| All | +56.8% | -30.9% | +87.7% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling