+71.8%
LMT vs GEN
+20.0%
+51.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.3% | -2.9% | +1.6% | -1.1% |
| 30D | -12.5% | +2.1% | -14.6% | -12.7% |
| 3M | -0.5% | +19.7% | -20.2% | -2.2% |
| 6M | -20.0% | +33.3% | -53.3% | -22.6% |
| YTD | +10.4% | +11.1% | -0.7% | +8.9% |
| 1Y | +17.7% | +3.0% | +14.7% | +17.2% |
| 3Y | +34.3% | +57.9% | -23.6% | +25.2% |
| 5Y | +71.8% | +20.6% | +51.2% | +73.3% |
| All | +71.8% | +20.0% | +51.8% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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