+3,908.7%
PG vs LMT
+11,819.4%
-7,910.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | 0.0% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | -1.5% | -10.8% | +9.2% | +0.9% |
| 3M | -3.4% | +1.6% | -5.0% | -4.1% |
| 6M | -7.0% | -17.6% | +10.6% | -3.4% |
| YTD | +2.0% | +11.6% | -9.6% | -1.5% |
| 1Y | -6.5% | +17.2% | -23.7% | -10.8% |
| 3Y | +1.2% | +35.7% | -34.6% | -7.8% |
| 5Y | +12.8% | +75.2% | -62.4% | -4.3% |
| 10Y | +117.7% | +190.1% | -72.4% | +63.0% |
| All | +3,908.7% | +11,819.4% | -7,910.6% | +1,382.9% |
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