+12,961.6%
LMT vs PTC
+8,885.1%
+4,076.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.5% |
| 7D | -5.6% | +1.3% | -6.9% | -5.7% |
| 30D | +18.4% | +1.1% | +17.3% | +18.2% |
| 3M | +0.6% | +30.1% | -29.5% | -2.0% |
| 6M | +20.6% | +34.0% | -13.4% | +16.9% |
| YTD | +27.0% | +12.8% | +14.1% | +24.6% |
| 1Y | +36.9% | +10.7% | +26.1% | +34.5% |
| 3Y | +46.9% | +29.6% | +17.2% | +41.6% |
| 5Y | +104.2% | +63.5% | +40.7% | +91.7% |
| 10Y | +205.2% | +316.7% | -111.5% | +161.8% |
| All | +12,961.6% | +8,885.1% | +4,076.4% | +7,071.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling