+35.6%
PFE vs LMT
+26.0%
+9.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.9% | +9.5% | +3.1% |
| 7D | +4.6% | -5.5% | +10.1% | +4.9% |
| 30D | +12.3% | +17.5% | -5.1% | +10.2% |
| 3M | +21.2% | +1.6% | +19.6% | +20.5% |
| 6M | +21.1% | +16.3% | +4.8% | +18.3% |
| YTD | +30.0% | +25.3% | +4.8% | +24.6% |
| 1Y | +35.6% | +25.9% | +9.7% | +30.6% |
| All | +35.6% | +26.0% | +9.6% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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