+128.5%
GLD vs LMT
+34.2%
+94.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -0.5% | -6.3% | +5.7% | 0.0% |
| 30D | +4.4% | -8.5% | +12.9% | +5.1% |
| 3M | -1.1% | +1.8% | -2.9% | -1.6% |
| 6M | -13.8% | -19.9% | +6.2% | -12.0% |
| YTD | +2.6% | +10.6% | -7.9% | +1.0% |
| 1Y | +24.5% | +17.9% | +6.6% | +21.9% |
| All | +128.5% | +34.2% | +94.3% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling