+46.9%
LMT vs GD
+61.5%
-14.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.1% | +1.6% |
| 7D | -5.6% | -1.9% | -3.7% | -4.3% |
| 30D | +18.4% | +10.9% | +7.4% | +11.2% |
| 3M | +0.6% | -6.8% | +7.4% | +5.1% |
| 6M | +20.6% | +7.0% | +13.6% | +16.6% |
| YTD | +27.0% | +11.1% | +15.8% | +20.4% |
| 1Y | +36.9% | +7.0% | +29.8% | +32.3% |
| 3Y | +46.9% | +59.9% | -13.1% | +17.9% |
| All | +46.9% | +61.5% | -14.7% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling