+11,275.8%
LMT vs GD
+20,186.5%
-8,910.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.6% |
| 7D | -6.3% | -5.3% | -1.0% | -3.8% |
| 30D | -8.5% | -6.4% | -2.1% | -5.4% |
| 3M | +1.8% | +5.7% | -3.9% | -0.6% |
| 6M | -19.9% | -0.9% | -19.0% | -19.5% |
| YTD | +10.6% | +8.2% | +2.4% | +6.6% |
| 1Y | +17.9% | +13.4% | +4.5% | +10.9% |
| 3Y | +27.0% | +68.5% | -41.5% | -1.8% |
| 5Y | +68.7% | +97.2% | -28.5% | +21.4% |
| 10Y | +181.1% | +190.2% | -9.1% | +69.1% |
| All | +11,275.8% | +20,186.5% | -8,910.7% | +2,194.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling