+25.9%
LMT vs PGR
+21.4%
+4.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.5% | -9.4% | -7.1% |
| 7D | -5.5% | +4.1% | -9.6% | -5.8% |
| 30D | +17.5% | +10.4% | +7.0% | +16.6% |
| 3M | +1.6% | +11.4% | -9.8% | +0.7% |
| 6M | +16.3% | +17.9% | -1.6% | +15.2% |
| YTD | +25.3% | +9.8% | +15.5% | +24.8% |
| 1Y | +25.9% | +19.3% | +6.6% | +24.9% |
| All | +25.9% | +21.4% | +4.5% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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