+486.7%
GS vs LMT
+207.9%
+278.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | -3.2% | -11.0% | +7.8% | +0.6% |
| 30D | -2.4% | +13.6% | -16.0% | -7.2% |
| 3M | -15.7% | -2.1% | -13.6% | -15.7% |
| 6M | -6.8% | +11.7% | -18.4% | -11.8% |
| YTD | -0.1% | +19.4% | -19.4% | -9.1% |
| 1Y | +12.1% | +24.1% | -12.0% | +0.2% |
| 3Y | +185.8% | +36.2% | +149.6% | +138.4% |
| 5Y | +140.1% | +90.7% | +49.4% | +61.3% |
| All | +486.7% | +207.9% | +278.8% | +188.0% |
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