+17.9%
LMT vs PNR
-43.1%
+61.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | -6.3% | -2.4% | -3.9% | -6.1% |
| 30D | -8.5% | -12.8% | +4.3% | -7.6% |
| 3M | +1.8% | -17.0% | +18.8% | +3.1% |
| 6M | -19.9% | -37.4% | +17.5% | -16.5% |
| YTD | +10.6% | -41.6% | +52.2% | +16.6% |
| 1Y | +17.9% | -44.6% | +62.6% | +26.5% |
| All | +17.9% | -43.1% | +61.0% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling