+71.8%
LMT vs PFG
+109.8%
-38.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -1.3% | +3.2% | -4.5% | -1.8% |
| 30D | -12.5% | +0.9% | -13.5% | -12.7% |
| 3M | -0.5% | +7.7% | -8.2% | -1.6% |
| 6M | -20.0% | +29.0% | -49.0% | -23.1% |
| YTD | +10.4% | +32.5% | -22.1% | +5.5% |
| 1Y | +17.7% | +47.3% | -29.6% | +10.4% |
| 3Y | +34.3% | +68.2% | -34.0% | +21.7% |
| 5Y | +71.8% | +108.5% | -36.7% | +45.2% |
| All | +71.8% | +109.8% | -38.0% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling