+202.1%
LMT vs GD
+185.2%
+17.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.5% | +2.1% |
| 7D | -8.5% | -3.0% | -5.5% | -6.4% |
| 30D | +15.4% | +9.3% | +6.1% | +8.7% |
| 3M | +0.7% | -7.2% | +7.9% | +6.3% |
| 6M | +17.6% | +5.5% | +12.2% | +13.9% |
| YTD | +23.8% | +9.5% | +14.3% | +16.4% |
| 1Y | +31.6% | +6.4% | +25.2% | +26.1% |
| 3Y | +44.0% | +59.8% | -15.8% | +1.6% |
| 5Y | +98.8% | +98.0% | +0.8% | +20.0% |
| 10Y | +202.1% | +177.4% | +24.8% | +40.7% |
| All | +202.1% | +185.2% | +17.0% | +40.7% |
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