+739.4%
GLD vs LMT
+1,702.3%
-962.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | +4.7% | -11.0% | +15.7% | +5.0% |
| 30D | -0.9% | +13.6% | -14.5% | -1.3% |
| 3M | -4.4% | -2.1% | -2.3% | -4.4% |
| 6M | -13.6% | +11.7% | -25.2% | -14.0% |
| YTD | -6.0% | +19.4% | -25.4% | -6.7% |
| 1Y | +1.8% | +24.1% | -22.3% | +0.9% |
| 3Y | +103.2% | +36.2% | +67.0% | +100.7% |
| 5Y | +119.3% | +90.7% | +28.6% | +115.0% |
| 10Y | +199.5% | +212.5% | -13.0% | +191.6% |
| All | +739.4% | +1,702.3% | -962.9% | +620.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling