+2.8%
GLD vs LMT
+26.0%
-23.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.9% | +10.6% | +3.5% |
| 7D | -0.3% | -5.5% | +5.2% | -0.5% |
| 30D | -1.9% | +17.5% | -19.3% | -2.1% |
| 3M | -0.4% | +1.6% | -2.0% | -0.4% |
| 6M | -10.2% | +16.3% | -26.5% | -11.0% |
| YTD | -6.0% | +25.3% | -31.3% | -4.8% |
| 1Y | +2.8% | +25.9% | -23.1% | +4.0% |
| All | +2.8% | +26.0% | -23.2% | +4.0% |
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