+14.2%
LMT vs GFS
+47.5%
-33.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.0% |
| 7D | -0.2% | +3.8% | -4.1% | -0.1% |
| 30D | -13.1% | -11.7% | -1.4% | -13.5% |
| 3M | -3.9% | -41.8% | +37.9% | -5.9% |
| 6M | -18.3% | +6.6% | -24.9% | -20.9% |
| YTD | +10.3% | +34.6% | -24.3% | +4.6% |
| 1Y | +14.2% | +46.2% | -31.9% | +8.0% |
| All | +14.2% | +47.5% | -33.3% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling