+205.6%
GLD vs LMT
+201.1%
+4.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.8% |
| 7D | -5.5% | +4.8% | -10.3% | -5.7% |
| 30D | -7.0% | +19.9% | -26.9% | -7.9% |
| 3M | -12.4% | +0.2% | -12.5% | -12.4% |
| 6M | -18.0% | +17.4% | -35.5% | -18.9% |
| YTD | -10.5% | +27.2% | -37.6% | -11.8% |
| 1Y | -8.1% | +35.6% | -43.6% | -9.7% |
| 3Y | +97.7% | +47.1% | +50.6% | +93.1% |
| 5Y | +103.4% | +103.7% | -0.2% | +96.2% |
| All | +205.6% | +201.1% | +4.6% | +195.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling