+55.6%
LMT vs GGLL
+195.8%
-140.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.8% |
| 7D | -8.5% | +6.3% | -14.9% | -8.4% |
| 30D | +15.4% | -35.1% | +50.5% | +14.8% |
| 3M | +0.7% | -37.7% | +38.3% | +0.1% |
| 6M | +17.6% | -54.1% | +71.7% | +17.0% |
| YTD | +23.8% | -29.4% | +53.2% | +23.4% |
| 1Y | +31.6% | -13.4% | +45.0% | +31.4% |
| 3Y | +44.0% | +158.3% | -114.3% | +42.3% |
| All | +55.6% | +195.8% | -140.2% | +58.3% |
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