+73.0%
LMT vs GDDY
+29.8%
+43.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.2% |
| 7D | -0.2% | -3.2% | +3.0% | -0.1% |
| 30D | -13.1% | +6.8% | -19.9% | -13.4% |
| 3M | -3.9% | +30.5% | -34.3% | -5.5% |
| 6M | -18.3% | +13.3% | -31.6% | -19.1% |
| YTD | +10.3% | -21.0% | +31.3% | +11.8% |
| 1Y | +14.2% | -34.0% | +48.2% | +17.3% |
| 3Y | +35.0% | +33.1% | +1.9% | +31.2% |
| All | +73.0% | +29.8% | +43.3% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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