+0.7%
PFE vs LMT
+34.2%
-33.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | +1.8% | -6.3% | +8.0% | +2.5% |
| 30D | +10.2% | -8.5% | +18.7% | +11.3% |
| 3M | +12.7% | +1.8% | +10.9% | +12.1% |
| 6M | +10.5% | -19.9% | +30.5% | +13.1% |
| YTD | +20.2% | +10.6% | +9.6% | +17.9% |
| 1Y | +24.1% | +17.9% | +6.1% | +20.7% |
| All | +0.7% | +34.2% | -33.5% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling