+82.9%
LMT vs GFS
-2.1%
+85.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | +3.2% | -3.7% | -0.5% |
| 30D | -10.8% | -9.6% | -1.2% | -10.8% |
| 3M | +1.6% | -38.5% | +40.1% | +1.5% |
| 6M | -17.6% | -1.3% | -16.3% | -18.3% |
| YTD | +11.6% | +31.8% | -20.2% | +10.0% |
| 1Y | +17.2% | +44.6% | -27.3% | +15.4% |
| 3Y | +35.7% | -20.6% | +56.4% | +34.1% |
| All | +82.9% | -2.1% | +85.0% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling