+61.4%
LMT vs GGLL
+206.6%
-145.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.1% | +1.2% |
| 7D | +2.5% | +2.9% | -0.4% | +2.6% |
| 30D | +19.2% | -33.1% | +52.3% | +18.6% |
| 3M | +2.7% | -31.2% | +33.9% | +2.2% |
| 6M | +20.6% | -49.4% | +70.0% | +20.1% |
| YTD | +28.4% | -26.8% | +55.3% | +28.1% |
| 1Y | +36.9% | -17.7% | +54.6% | +36.7% |
| 3Y | +48.5% | +160.4% | -111.9% | +47.0% |
| All | +61.4% | +206.6% | -145.2% | +64.3% |
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