+643.2%
GEV vs LMT
+27.8%
+615.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +3.0% |
| 7D | +8.1% | -1.5% | +9.6% | +8.2% |
| 30D | -1.9% | -8.2% | +6.3% | -1.6% |
| 3M | +4.1% | +3.7% | +0.3% | +3.9% |
| 6M | +23.2% | -19.2% | +42.4% | +25.3% |
| YTD | +48.9% | +12.9% | +36.0% | +48.2% |
| 1Y | +62.2% | +19.8% | +42.4% | +61.0% |
| All | +643.2% | +27.8% | +615.4% | +746.2% |
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