+11,275.8%
LMT vs PSA
+14,185.8%
-2,910.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -6.3% | -3.7% | -2.6% | -5.5% |
| 30D | -8.5% | -7.7% | -0.8% | -6.9% |
| 3M | +1.8% | -0.6% | +2.4% | +1.9% |
| 6M | -19.9% | -0.9% | -19.0% | -20.0% |
| YTD | +10.6% | +18.7% | -8.1% | +6.1% |
| 1Y | +17.9% | +7.6% | +10.3% | +15.6% |
| 3Y | +27.0% | +23.7% | +3.3% | +19.2% |
| 5Y | +68.7% | +13.7% | +55.0% | +59.6% |
| 10Y | +181.1% | +98.9% | +82.2% | +132.2% |
| All | +11,275.8% | +14,185.8% | -2,910.0% | +5,605.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 all: compounded portfolio wealth divided by compounded PSA 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…
all analysis · Full analysis span regression · 6 months rolling