+185.8%
LMT vs GD
+196.4%
-10.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.4% |
| 7D | -0.2% | -1.0% | +0.8% | +0.5% |
| 30D | -13.1% | -9.7% | -3.4% | -6.6% |
| 3M | -3.9% | -0.4% | -3.5% | -3.3% |
| 6M | -18.3% | +1.5% | -19.7% | -19.1% |
| YTD | +10.3% | +7.1% | +3.2% | +5.1% |
| 1Y | +14.2% | +9.9% | +4.4% | +6.6% |
| 3Y | +35.0% | +74.6% | -39.7% | -11.1% |
| 5Y | +73.2% | +96.1% | -22.8% | +4.8% |
| All | +185.8% | +196.4% | -10.6% | +21.6% |
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