+33.6%
LMT vs PR
+82.3%
-48.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | -6.3% | +2.9% | -9.2% | -6.4% |
| 30D | -8.5% | +18.0% | -26.5% | -9.6% |
| 3M | +1.8% | +16.9% | -15.0% | +0.6% |
| 6M | -19.9% | +28.2% | -48.1% | -21.7% |
| YTD | +10.6% | +69.3% | -58.8% | +5.6% |
| 1Y | +17.9% | +69.5% | -51.6% | +12.5% |
| All | +33.6% | +82.3% | -48.7% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling