+208.6%
LMT vs PR
+66.0%
+142.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.6% |
| 7D | -11.0% | -16.4% | +5.4% | -10.4% |
| 30D | +13.6% | -1.9% | +15.5% | +13.7% |
| 3M | -2.1% | +8.0% | -10.1% | -2.4% |
| 6M | +11.7% | +4.1% | +7.6% | +11.4% |
| YTD | +19.4% | +58.7% | -39.3% | +17.2% |
| 1Y | +24.1% | +75.8% | -51.8% | +21.4% |
| 3Y | +36.2% | +73.2% | -37.0% | +32.6% |
| 5Y | +90.7% | +230.1% | -139.4% | +80.5% |
| All | +208.6% | +66.0% | +142.5% | +238.1% |
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