+11,275.8%
LMT vs PHM
+11,456.8%
-181.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -6.3% | -3.2% | -3.1% | -5.9% |
| 30D | -8.5% | -6.4% | -2.1% | -7.8% |
| 3M | +1.8% | +5.5% | -3.7% | +0.8% |
| 6M | -19.9% | -5.4% | -14.5% | -19.7% |
| YTD | +10.6% | +6.6% | +4.0% | +9.1% |
| 1Y | +17.9% | -8.8% | +26.8% | +18.6% |
| 3Y | +27.0% | +54.1% | -27.2% | +16.9% |
| 5Y | +68.7% | +144.5% | -75.8% | +43.0% |
| 10Y | +181.1% | +569.4% | -388.3% | +102.1% |
| All | +11,275.8% | +11,456.8% | -181.0% | +4,553.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling