+138.9%
GLD vs LMT
+74.9%
+64.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.9% |
| 7D | +0.7% | -1.5% | +2.3% | +0.9% |
| 30D | +0.3% | -8.2% | +8.6% | +1.0% |
| 3M | +0.6% | +3.7% | -3.1% | 0.0% |
| 6M | -15.6% | -19.2% | +3.6% | -14.2% |
| YTD | +0.9% | +12.9% | -12.0% | -0.6% |
| 1Y | +19.4% | +19.8% | -0.4% | +17.2% |
| 3Y | +124.5% | +37.3% | +87.2% | +116.4% |
| 5Y | +138.9% | +74.4% | +64.6% | +127.7% |
| All | +138.9% | +74.9% | +64.0% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling