+448.8%
GS vs LMT
+204.4%
+244.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.4% |
| 7D | +1.6% | -5.6% | +7.2% | +3.4% |
| 30D | +1.7% | +18.4% | -16.7% | -4.6% |
| 3M | -11.6% | +0.6% | -12.2% | -12.3% |
| 6M | -1.9% | +20.6% | -22.5% | -9.5% |
| YTD | +5.1% | +27.0% | -21.9% | -6.3% |
| 1Y | +16.4% | +36.9% | -20.4% | +0.6% |
| 3Y | +199.0% | +46.9% | +152.1% | +143.3% |
| 5Y | +157.4% | +104.2% | +53.2% | +69.6% |
| All | +448.8% | +204.4% | +244.4% | +205.0% |
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