+194.3%
LMT vs PR
+83.7%
+110.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.1% |
| 7D | +4.8% | +6.7% | -1.9% | +4.6% |
| 30D | +19.9% | -6.1% | +26.0% | +20.1% |
| 3M | +0.2% | +6.9% | -6.7% | -0.1% |
| 6M | +17.4% | +14.6% | +2.8% | +16.7% |
| YTD | +27.2% | +66.1% | -39.0% | +24.6% |
| 1Y | +35.6% | +77.0% | -41.4% | +32.6% |
| 3Y | +47.1% | +93.8% | -46.8% | +42.7% |
| 5Y | +103.7% | +268.2% | -164.6% | +92.2% |
| All | +194.3% | +83.7% | +110.6% | +216.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling