+190.4%
LMT vs PFG
+184.0%
+6.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +5.1% | +2.4% | +2.7% | +4.4% |
| 30D | +14.1% | +5.9% | +8.3% | +12.3% |
| 3M | +0.3% | -0.4% | +0.7% | +0.2% |
| 6M | +16.1% | +14.8% | +1.3% | +11.3% |
| YTD | +25.5% | +31.9% | -6.5% | +15.2% |
| 1Y | +34.1% | +38.8% | -4.7% | +21.3% |
| 3Y | +45.1% | +82.4% | -37.3% | +18.5% |
| 5Y | +100.9% | +94.7% | +6.2% | +55.8% |
| All | +190.4% | +184.0% | +6.4% | +84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling