+75.2%
LMT vs PHM
+149.8%
-74.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.2% |
| 7D | -0.5% | -6.4% | +5.8% | -0.2% |
| 30D | -10.8% | -12.1% | +1.3% | -10.1% |
| 3M | +1.6% | -1.5% | +3.1% | +1.5% |
| 6M | -17.6% | -6.0% | -11.5% | -17.5% |
| YTD | +11.6% | -0.3% | +11.9% | +11.2% |
| 1Y | +17.2% | -13.3% | +30.6% | +17.7% |
| 3Y | +35.7% | +47.6% | -11.8% | +30.3% |
| 5Y | +75.2% | +154.7% | -79.5% | +52.6% |
| All | +75.2% | +149.8% | -74.6% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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