+190.4%
LMT vs GD
+165.7%
+24.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +5.1% | +2.7% | +2.5% | +3.2% |
| 30D | +14.1% | +8.6% | +5.5% | +8.0% |
| 3M | +0.3% | -7.1% | +7.3% | +5.8% |
| 6M | +16.1% | +7.5% | +8.6% | +11.1% |
| YTD | +25.5% | +9.9% | +15.6% | +17.7% |
| 1Y | +34.1% | +7.6% | +26.6% | +27.6% |
| 3Y | +45.1% | +56.2% | -11.1% | +4.1% |
| 5Y | +100.9% | +100.6% | +0.3% | +20.2% |
| All | +190.4% | +165.7% | +24.7% | +40.8% |
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