+206.5%
LMT vs PR
+72.8%
+133.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.6% | +1.0% |
| 7D | +2.5% | -0.5% | +3.0% | +2.5% |
| 30D | +19.2% | -4.6% | +23.8% | +19.4% |
| 3M | +2.7% | +4.7% | -2.0% | +2.5% |
| 6M | +20.6% | +12.4% | +8.2% | +20.0% |
| YTD | +28.4% | +62.9% | -34.4% | +26.0% |
| 1Y | +36.9% | +70.6% | -33.7% | +34.1% |
| 3Y | +48.5% | +90.0% | -41.5% | +44.2% |
| 5Y | +107.6% | +255.5% | -147.9% | +96.1% |
| 10Y | +206.5% | +78.7% | +127.7% | +232.1% |
| All | +206.5% | +72.8% | +133.7% | +232.1% |
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