+191.3%
LMT vs GD
+178.9%
+12.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.1% |
| 7D | -11.0% | -5.0% | -6.0% | -7.6% |
| 30D | +13.6% | +8.9% | +4.7% | +7.3% |
| 3M | -2.1% | -8.0% | +5.9% | +4.0% |
| 6M | +11.7% | +2.9% | +8.8% | +10.0% |
| YTD | +19.4% | +7.1% | +12.3% | +14.0% |
| 1Y | +24.1% | +5.9% | +18.1% | +19.2% |
| 3Y | +36.2% | +53.9% | -17.7% | -1.3% |
| 5Y | +90.7% | +95.4% | -4.7% | +16.1% |
| All | +191.3% | +178.9% | +12.4% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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