+11,258.0%
LMT vs PNR
+3,485.2%
+7,772.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.8% |
| 7D | -1.3% | -3.9% | +2.5% | -0.5% |
| 30D | -12.5% | -13.8% | +1.3% | -9.8% |
| 3M | -0.5% | -22.5% | +22.1% | +4.4% |
| 6M | -20.0% | -37.2% | +17.1% | -12.7% |
| YTD | +10.4% | -44.2% | +54.6% | +23.3% |
| 1Y | +17.7% | -46.6% | +64.4% | +32.6% |
| 3Y | +34.3% | -12.5% | +46.8% | +34.1% |
| 5Y | +71.8% | -19.3% | +91.2% | +71.4% |
| 10Y | +187.0% | +67.5% | +119.5% | +138.5% |
| All | +11,258.0% | +3,485.2% | +7,772.9% | +5,630.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling