+11,275.8%
LMT vs PTC
+6,346.6%
+4,929.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.6% | -1.0% |
| 7D | -6.3% | -10.3% | +4.0% | -5.4% |
| 30D | -8.5% | +1.1% | -9.6% | -8.6% |
| 3M | +1.8% | +1.6% | +0.2% | +1.4% |
| 6M | -19.9% | -13.5% | -6.5% | -19.3% |
| YTD | +10.6% | -19.1% | +29.6% | +12.0% |
| 1Y | +17.9% | -33.9% | +51.8% | +21.4% |
| 3Y | +27.0% | -3.9% | +30.9% | +25.9% |
| 5Y | +68.7% | +6.0% | +62.6% | +64.6% |
| 10Y | +181.1% | +223.7% | -42.7% | +147.2% |
| All | +11,275.8% | +6,346.6% | +4,929.2% | +6,343.4% |
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