+25.9%
LMT vs GGLL
-11.6%
+37.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.5% | -13.4% | -6.5% |
| 7D | -5.5% | -23.1% | +17.6% | -6.4% |
| 30D | +17.5% | -32.9% | +50.3% | +15.8% |
| 3M | +1.6% | -44.9% | +46.5% | -0.3% |
| 6M | +16.3% | -49.5% | +65.8% | +15.2% |
| YTD | +25.3% | -28.9% | +54.2% | +24.9% |
| 1Y | +25.9% | -12.2% | +38.1% | +27.1% |
| All | +25.9% | -11.6% | +37.5% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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