+70.8%
LMT vs GD
+97.4%
-26.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.2% |
| 7D | -6.3% | -5.3% | -1.0% | -2.7% |
| 30D | -8.5% | -6.4% | -2.1% | -4.2% |
| 3M | +1.8% | +5.7% | -3.9% | -1.5% |
| 6M | -19.9% | -0.9% | -19.0% | -19.2% |
| YTD | +10.6% | +8.2% | +2.4% | +5.1% |
| 1Y | +17.9% | +13.4% | +4.5% | +8.1% |
| 3Y | +27.0% | +68.5% | -41.5% | -14.9% |
| All | +70.8% | +97.4% | -26.6% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling