+73.0%
LMT vs GFI
+538.3%
-465.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-11 to 2026-09-11.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | -0.2% | -2.7% | +2.5% | -0.1% |
| 30D | -13.1% | +13.2% | -26.3% | -13.6% |
| 3M | -3.9% | +28.5% | -32.4% | -5.1% |
| 6M | -18.3% | -6.2% | -12.1% | -18.4% |
| YTD | +10.3% | +8.7% | +1.6% | +9.1% |
| 1Y | +14.2% | +24.8% | -10.6% | +11.9% |
| 3Y | +35.0% | +298.0% | -263.0% | +23.4% |
| All | +73.0% | +538.3% | -465.2% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 2021-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded GFI 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…
2021-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling