+154.7%
GS vs LMT
+105.8%
+48.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +5.1% | +4.8% | +0.3% | +4.6% |
| 30D | +2.4% | +19.9% | -17.4% | +0.3% |
| 3M | -11.5% | +0.2% | -11.7% | -11.6% |
| 6M | -2.5% | +17.4% | -19.9% | -4.6% |
| YTD | +5.5% | +27.2% | -21.7% | +1.2% |
| 1Y | +11.0% | +35.6% | -24.6% | +5.4% |
| 3Y | +200.1% | +47.1% | +153.0% | +178.2% |
| 5Y | +154.7% | +103.7% | +51.0% | +102.8% |
| All | +154.7% | +105.8% | +48.9% | +102.8% |
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 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