+251.3%
LMT vs GDDY
+390.3%
-139.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.3% |
| 7D | -0.2% | -3.2% | +3.0% | +0.1% |
| 30D | -13.1% | +6.8% | -19.9% | -13.9% |
| 3M | -3.9% | +30.5% | -34.3% | -7.6% |
| 6M | -18.3% | +13.3% | -31.6% | -20.3% |
| YTD | +10.3% | -21.0% | +31.3% | +12.3% |
| 1Y | +14.2% | -34.0% | +48.2% | +18.9% |
| 3Y | +35.0% | +33.1% | +1.9% | +25.8% |
| 5Y | +73.2% | +30.3% | +42.9% | +59.3% |
| 10Y | +186.8% | +205.5% | -18.7% | +143.0% |
| All | +251.3% | +390.3% | -139.1% | +201.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling