-18.3%
LMT vs GDDY
+7.3%
-25.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.0% |
| 7D | -0.2% | -3.2% | +3.0% | -0.4% |
| 30D | -13.1% | +6.8% | -19.9% | -12.7% |
| 3M | -3.9% | +30.5% | -34.3% | -2.4% |
| 6M | -18.3% | +13.3% | -31.6% | -17.7% |
| All | -18.3% | +7.3% | -25.6% | -17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling