-20.2%
PFE vs LMT
+97.0%
-117.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.3% | -1.1% |
| 7D | -4.7% | -8.5% | +3.9% | -3.6% |
| 30D | +3.4% | +15.4% | -12.1% | +0.9% |
| 3M | +9.2% | +0.7% | +8.6% | +8.8% |
| 6M | +15.8% | +17.6% | -1.8% | +12.3% |
| YTD | +23.4% | +23.8% | -0.4% | +18.1% |
| 1Y | +25.8% | +31.6% | -5.8% | +19.2% |
| 3Y | +17.8% | +44.0% | -26.2% | +8.1% |
| 5Y | -20.2% | +98.8% | -119.0% | -10.7% |
| All | -20.2% | +97.0% | -117.1% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling