+41.9%
LMT vs GGLL
+328.4%
-286.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.1% | +2.1% |
| 7D | -1.5% | +1.9% | -3.4% | -1.5% |
| 30D | -8.2% | -9.7% | +1.5% | -8.3% |
| 3M | +3.7% | -18.0% | +21.8% | +3.8% |
| 6M | -19.2% | +15.3% | -34.4% | -19.0% |
| YTD | +12.9% | +2.2% | +10.7% | +13.0% |
| 1Y | +19.8% | +73.1% | -53.3% | +20.3% |
| 3Y | +37.3% | +242.7% | -205.4% | +36.5% |
| All | +41.9% | +328.4% | -286.5% | +45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling