+606.9%
GEV vs LMT
+26.4%
+580.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -3.9% | -2.9% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | -8.7% | -10.8% | +2.1% | -8.2% |
| 3M | +6.6% | +1.6% | +5.0% | +6.6% |
| 6M | +10.2% | -17.6% | +27.8% | +11.9% |
| YTD | +41.6% | +11.6% | +30.0% | +41.0% |
| 1Y | +43.9% | +17.2% | +26.7% | +43.0% |
| All | +606.9% | +26.4% | +580.5% | +705.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling