+188.9%
GS vs LMT
+74.9%
+114.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | +3.4% | -1.5% | +4.9% | +3.6% |
| 30D | +0.2% | -8.2% | +8.4% | +1.1% |
| 3M | -0.3% | +3.7% | -4.1% | -0.9% |
| 6M | +27.4% | -19.2% | +46.5% | +30.8% |
| YTD | +19.6% | +12.9% | +6.8% | +16.6% |
| 1Y | +42.5% | +19.8% | +22.7% | +37.5% |
| 3Y | +240.4% | +37.3% | +203.2% | +219.1% |
| 5Y | +188.9% | +74.4% | +114.5% | +142.3% |
| All | +188.9% | +74.9% | +114.0% | +142.3% |
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