+185.8%
LMT vs PWR
+2,544.4%
-2,358.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.3% | -2.2% |
| 7D | -0.2% | +4.2% | -4.4% | -1.1% |
| 30D | -13.1% | -4.0% | -9.0% | -12.5% |
| 3M | -3.9% | -4.8% | +0.9% | -3.7% |
| 6M | -18.3% | +14.6% | -32.9% | -22.0% |
| YTD | +10.3% | +54.2% | -43.9% | -1.6% |
| 1Y | +14.2% | +67.1% | -52.9% | -0.5% |
| 3Y | +35.0% | +218.5% | -183.5% | -4.1% |
| 5Y | +73.2% | +466.3% | -393.0% | +0.5% |
| All | +185.8% | +2,544.4% | -2,358.6% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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