+11,511.2%
LMT vs GAP
+2,253.0%
+9,258.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -1.5% | +1.7% | -3.3% | -1.7% |
| 30D | -8.2% | +9.3% | -17.6% | -9.2% |
| 3M | +3.7% | +6.1% | -2.4% | +2.8% |
| 6M | -19.2% | -2.3% | -16.9% | -19.4% |
| YTD | +12.9% | -10.6% | +23.5% | +13.2% |
| 1Y | +19.8% | -4.4% | +24.2% | +18.9% |
| 3Y | +37.3% | +118.3% | -81.0% | +18.8% |
| 5Y | +74.4% | +12.2% | +62.2% | +57.3% |
| 10Y | +188.9% | +33.7% | +155.2% | +133.4% |
| All | +11,511.2% | +2,253.0% | +9,258.2% | +5,649.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling