+185.8%
LMT vs PGR
+825.1%
-639.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -0.2% | -0.6% | +0.4% | 0.0% |
| 30D | -13.1% | +4.9% | -18.0% | -14.6% |
| 3M | -3.9% | +7.6% | -11.5% | -6.8% |
| 6M | -18.3% | +8.3% | -26.5% | -21.1% |
| YTD | +10.3% | +1.7% | +8.6% | +8.5% |
| 1Y | +14.2% | -6.8% | +21.1% | +15.6% |
| 3Y | +35.0% | +73.4% | -38.5% | +6.0% |
| 5Y | +73.2% | +161.2% | -88.0% | +10.7% |
| All | +185.8% | +825.1% | -639.3% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling