+190.4%
LMT vs PTC
+312.5%
-122.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +5.1% | +0.5% | +4.6% | +5.0% |
| 30D | +14.1% | +1.2% | +12.9% | +13.9% |
| 3M | +0.3% | +27.4% | -27.1% | -3.6% |
| 6M | +16.1% | +39.2% | -23.1% | +9.7% |
| YTD | +25.5% | +12.5% | +13.0% | +22.1% |
| 1Y | +34.1% | +12.3% | +21.9% | +30.6% |
| 3Y | +45.1% | +28.8% | +16.3% | +35.6% |
| 5Y | +100.9% | +60.9% | +40.1% | +77.4% |
| All | +190.4% | +312.5% | -122.1% | +98.7% |
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