+33.5%
LMT vs GD
+6.6%
+26.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.5% | +1.9% |
| 7D | -8.5% | -3.0% | -5.5% | -6.1% |
| 30D | +15.4% | +9.3% | +6.1% | +8.1% |
| 3M | +0.7% | -7.2% | +7.9% | +6.5% |
| 6M | +17.6% | +5.5% | +12.2% | +14.4% |
| YTD | +23.8% | +9.5% | +14.3% | +19.4% |
| All | +33.5% | +6.6% | +26.9% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling