+74.4%
LMT vs PWR
+458.8%
-384.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.3% | +1.9% |
| 7D | -1.5% | +4.5% | -6.1% | -1.9% |
| 30D | -8.2% | -4.9% | -3.4% | -7.9% |
| 3M | +3.7% | -7.9% | +11.6% | +4.1% |
| 6M | -19.2% | +18.3% | -37.5% | -21.2% |
| YTD | +12.9% | +51.5% | -38.6% | +7.1% |
| 1Y | +19.8% | +70.3% | -50.5% | +12.1% |
| 3Y | +37.3% | +210.6% | -173.3% | +16.9% |
| 5Y | +74.4% | +456.7% | -382.3% | +37.3% |
| All | +74.4% | +458.8% | -384.5% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling