+185.8%
LMT vs PNR
+66.2%
+119.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | -0.2% | -6.0% | +5.8% | +1.3% |
| 30D | -13.1% | -14.0% | +0.9% | -9.9% |
| 3M | -3.9% | -21.7% | +17.8% | +1.3% |
| 6M | -18.3% | -37.3% | +19.0% | -9.2% |
| YTD | +10.3% | -45.1% | +55.5% | +26.6% |
| 1Y | +14.2% | -49.1% | +63.4% | +33.6% |
| 3Y | +35.0% | -14.8% | +49.8% | +33.9% |
| 5Y | +73.2% | -21.0% | +94.3% | +74.7% |
| All | +185.8% | +66.2% | +119.7% | +112.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling