+17.2%
LMT vs PTC
-37.0%
+54.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.5% | -14.2% | +13.7% | 0.0% |
| 30D | -10.8% | -14.4% | +3.7% | -10.3% |
| 3M | +1.6% | -4.7% | +6.3% | +1.0% |
| 6M | -17.6% | -19.3% | +1.8% | -17.1% |
| YTD | +11.6% | -26.1% | +37.7% | +13.3% |
| 1Y | +17.2% | -37.1% | +54.3% | +25.8% |
| All | +17.2% | -37.0% | +54.2% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling