+51.3%
GEV vs LMT
+15.9%
+35.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.7% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | -7.9% | -13.1% | +5.1% | -7.4% |
| 3M | +5.6% | -3.9% | +9.5% | +6.3% |
| 6M | +13.1% | -18.3% | +31.3% | +16.4% |
| YTD | +46.7% | +10.3% | +36.4% | +44.9% |
| 1Y | +51.3% | +14.2% | +37.1% | +48.3% |
| All | +51.3% | +15.9% | +35.4% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling