+75.2%
LMT vs GAP
+3.0%
+72.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.1% |
| 7D | -0.5% | -6.3% | +5.8% | -0.4% |
| 30D | -10.8% | -0.2% | -10.5% | -10.8% |
| 3M | +1.6% | 0.0% | +1.6% | +1.6% |
| 6M | -17.6% | -8.1% | -9.4% | -17.5% |
| YTD | +11.6% | -16.5% | +28.1% | +11.8% |
| 1Y | +17.2% | -10.5% | +27.7% | +17.3% |
| 3Y | +35.7% | +104.0% | -68.2% | +32.0% |
| 5Y | +75.2% | +6.8% | +68.4% | +69.5% |
| All | +75.2% | +3.0% | +72.2% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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