+50.7%
PFE vs LMT
+207.9%
-157.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | -3.0% | +2.5% | -5.5% | -3.6% |
| 30D | +5.2% | +19.2% | -14.0% | -0.2% |
| 3M | +12.2% | +2.7% | +9.6% | +10.8% |
| 6M | +17.8% | +20.6% | -2.8% | +10.5% |
| YTD | +26.2% | +28.4% | -2.2% | +15.3% |
| 1Y | +23.2% | +36.9% | -13.7% | +10.2% |
| 3Y | +21.3% | +48.5% | -27.3% | +3.4% |
| 5Y | -23.1% | +107.6% | -130.7% | -43.4% |
| 10Y | +50.7% | +206.5% | -155.8% | +0.1% |
| All | +50.7% | +207.9% | -157.2% | +0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling