+11,275.8%
LMT vs PH
+25,185.5%
-13,909.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -6.3% | -3.1% | -3.2% | -5.5% |
| 30D | -8.5% | -3.2% | -5.2% | -7.8% |
| 3M | +1.8% | +10.6% | -8.8% | -0.9% |
| 6M | -19.9% | -2.1% | -17.8% | -19.9% |
| YTD | +10.6% | +10.2% | +0.4% | +7.4% |
| 1Y | +17.9% | +28.2% | -10.3% | +9.9% |
| 3Y | +27.0% | +134.9% | -107.9% | -1.3% |
| 5Y | +68.7% | +253.6% | -185.0% | +15.2% |
| 10Y | +181.1% | +804.7% | -623.7% | +43.6% |
| All | +11,275.8% | +25,185.5% | -13,909.8% | +2,538.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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