+35.4%
LMT vs PR
+68.7%
-33.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.5% |
| 7D | -5.6% | -9.5% | +3.9% | -4.9% |
| 30D | +18.4% | -5.7% | +24.0% | +19.0% |
| 3M | +0.6% | +3.0% | -2.4% | +0.7% |
| 6M | +20.6% | +11.8% | +8.8% | +20.3% |
| YTD | +27.0% | +58.5% | -31.5% | +16.4% |
| All | +35.4% | +68.7% | -33.4% | +23.2% |
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