+185.8%
LMT vs GFI
+1,093.3%
-907.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.1% |
| 7D | -0.2% | -2.7% | +2.5% | -0.1% |
| 30D | -13.1% | +13.2% | -26.3% | -13.4% |
| 3M | -3.9% | +28.5% | -32.4% | -4.6% |
| 6M | -18.3% | -6.2% | -12.1% | -18.3% |
| YTD | +10.3% | +8.7% | +1.6% | +9.7% |
| 1Y | +14.2% | +24.8% | -10.6% | +13.1% |
| 3Y | +35.0% | +298.0% | -263.0% | +29.6% |
| 5Y | +73.2% | +546.0% | -472.8% | +64.9% |
| All | +185.8% | +1,093.3% | -907.5% | +189.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling