+3,375.1%
PFE vs LMT
+13,482.5%
-10,107.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -2.1% | +4.8% | -7.0% | -3.3% |
| 30D | +3.1% | +19.9% | -16.7% | -1.8% |
| 3M | +11.2% | +0.2% | +11.0% | +10.6% |
| 6M | +15.0% | +17.4% | -2.4% | +9.6% |
| YTD | +23.5% | +27.2% | -3.6% | +14.7% |
| 1Y | +18.9% | +35.6% | -16.7% | +8.6% |
| 3Y | +18.7% | +47.1% | -28.4% | +4.8% |
| 5Y | -24.0% | +103.7% | -127.7% | -39.2% |
| 10Y | +47.5% | +203.5% | -155.9% | +5.3% |
| All | +3,375.1% | +13,482.5% | -10,107.4% | +1,105.1% |
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 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