+11,380.6%
LMT vs GFI
+660.1%
+10,720.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +3.9% | +1.2% |
| 7D | -0.5% | -5.1% | +4.6% | -0.4% |
| 30D | -10.8% | +13.4% | -24.2% | -11.1% |
| 3M | +1.6% | +36.2% | -34.6% | +0.6% |
| 6M | -17.6% | -9.8% | -7.7% | -17.5% |
| YTD | +11.6% | +7.7% | +3.9% | +10.9% |
| 1Y | +17.2% | +27.2% | -10.0% | +15.8% |
| 3Y | +35.7% | +300.3% | -264.6% | +29.1% |
| 5Y | +75.2% | +539.8% | -464.6% | +63.5% |
| 10Y | +190.1% | +1,058.5% | -868.4% | +161.5% |
| All | +11,380.6% | +660.1% | +10,720.5% | +10,355.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling