+72.0%
LMT vs PR
+433.6%
-361.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | -6.3% | +2.9% | -9.2% | -6.5% |
| 30D | -8.5% | +18.0% | -26.5% | -9.9% |
| 3M | +1.8% | +16.9% | -15.0% | +0.3% |
| 6M | -19.9% | +28.2% | -48.1% | -22.0% |
| YTD | +10.6% | +69.3% | -58.8% | +4.9% |
| 1Y | +17.9% | +69.5% | -51.6% | +11.8% |
| 3Y | +27.0% | +81.7% | -54.7% | +17.7% |
| All | +72.0% | +433.6% | -361.7% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling