+2,022.6%
LMT vs PFG
+1,015.3%
+1,007.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -6.3% | +5.5% | -11.8% | -7.3% |
| 30D | -8.5% | +2.4% | -10.9% | -9.0% |
| 3M | +1.8% | +13.6% | -11.8% | -0.9% |
| 6M | -19.9% | +27.9% | -47.8% | -24.1% |
| YTD | +10.6% | +35.6% | -25.0% | +3.5% |
| 1Y | +17.9% | +48.5% | -30.5% | +8.2% |
| 3Y | +27.0% | +66.9% | -39.9% | +12.3% |
| 5Y | +68.7% | +111.0% | -42.3% | +40.0% |
| 10Y | +181.1% | +244.5% | -63.4% | +103.5% |
| All | +2,022.6% | +1,015.3% | +1,007.3% | +897.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling