+73.0%
LMT vs PNC
+51.4%
+21.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -0.2% | -0.6% | +0.3% | -0.1% |
| 30D | -13.1% | -4.4% | -8.7% | -12.6% |
| 3M | -3.9% | +5.2% | -9.1% | -4.4% |
| 6M | -18.3% | +20.6% | -38.9% | -19.9% |
| YTD | +10.3% | +19.8% | -9.4% | +8.0% |
| 1Y | +14.2% | +24.4% | -10.2% | +11.3% |
| 3Y | +35.0% | +131.2% | -96.3% | +21.4% |
| All | +73.0% | +51.4% | +21.6% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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