+25.9%
LMT vs PR
+87.5%
-61.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.5% | -0.3% | -6.5% |
| 7D | -5.5% | -12.1% | +6.6% | -5.0% |
| 30D | +17.5% | +0.9% | +16.6% | +17.6% |
| 3M | +1.6% | +10.1% | -8.5% | +1.3% |
| 6M | +16.3% | +1.1% | +15.2% | +17.1% |
| YTD | +25.3% | +63.7% | -38.4% | +17.3% |
| 1Y | +25.9% | +87.0% | -61.2% | +15.4% |
| All | +25.9% | +87.5% | -61.6% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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