+3,372.6%
PFE vs LMT
+13,125.0%
-9,752.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.3% | -1.5% |
| 7D | -4.7% | -8.5% | +3.9% | -2.7% |
| 30D | +3.4% | +15.4% | -12.1% | -0.6% |
| 3M | +9.2% | +0.7% | +8.6% | +8.5% |
| 6M | +15.8% | +17.6% | -1.8% | +10.3% |
| YTD | +23.4% | +23.8% | -0.4% | +15.4% |
| 1Y | +25.8% | +31.6% | -5.8% | +15.8% |
| 3Y | +17.8% | +44.0% | -26.2% | +4.6% |
| 5Y | -20.2% | +98.8% | -119.0% | -35.7% |
| 10Y | +49.6% | +202.1% | -152.6% | +6.9% |
| All | +3,372.6% | +13,125.0% | -9,752.4% | +1,112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling