+17.9%
LMT vs PFG
+51.4%
-33.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | -6.3% | +5.5% | -11.8% | -6.6% |
| 30D | -8.5% | +2.4% | -10.9% | -8.7% |
| 3M | +1.8% | +13.6% | -11.8% | +1.3% |
| 6M | -19.9% | +27.9% | -47.8% | -20.6% |
| YTD | +10.6% | +35.6% | -25.0% | +8.8% |
| 1Y | +17.9% | +48.5% | -30.5% | +15.7% |
| All | +17.9% | +51.4% | -33.4% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling