+187.0%
LMT vs PTC
+196.2%
-9.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.7% |
| 7D | -1.3% | -13.6% | +12.2% | +0.7% |
| 30D | -12.5% | -14.7% | +2.1% | -10.6% |
| 3M | -0.5% | -5.9% | +5.4% | -0.1% |
| 6M | -20.0% | -21.1% | +1.1% | -17.7% |
| YTD | +10.4% | -26.0% | +36.4% | +14.5% |
| 1Y | +17.7% | -36.8% | +54.5% | +25.1% |
| 3Y | +34.3% | -10.3% | +44.5% | +32.3% |
| 5Y | +71.8% | +1.2% | +70.6% | +63.1% |
| 10Y | +187.0% | +198.3% | -11.3% | +106.9% |
| All | +187.0% | +196.2% | -9.2% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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