+20.7%
GLD vs LMT
+17.6%
+3.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.1% |
| 7D | +0.1% | -1.3% | +1.5% | +0.2% |
| 30D | +0.2% | -12.5% | +12.7% | +1.2% |
| 3M | +3.2% | -0.5% | +3.7% | +2.7% |
| 6M | -14.6% | -20.0% | +5.4% | -12.3% |
| YTD | +1.8% | +10.4% | -8.6% | -1.7% |
| 1Y | +20.7% | +17.7% | +3.0% | +17.8% |
| All | +20.7% | +17.6% | +3.2% | +17.8% |
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