+206.1%
GLD vs LMT
+197.1%
+9.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.2% |
| 7D | -4.6% | +5.1% | -9.7% | -4.8% |
| 30D | -5.5% | +14.1% | -19.6% | -6.1% |
| 3M | -10.9% | +0.3% | -11.2% | -11.0% |
| 6M | -17.4% | +16.1% | -33.5% | -18.3% |
| YTD | -10.3% | +25.5% | -35.8% | -11.6% |
| 1Y | -7.2% | +34.1% | -41.3% | -8.8% |
| 3Y | +96.9% | +45.1% | +51.8% | +92.4% |
| 5Y | +103.8% | +100.9% | +2.8% | +96.7% |
| All | +206.1% | +197.1% | +9.1% | +196.3% |
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 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