+50.0%
LMT vs GGLL
+188.6%
-138.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.5% |
| 7D | -11.0% | +3.1% | -14.1% | -10.9% |
| 30D | +13.6% | -36.3% | +49.9% | +12.9% |
| 3M | -2.1% | -40.4% | +38.3% | -2.7% |
| 6M | +11.7% | -54.6% | +66.3% | +11.1% |
| YTD | +19.4% | -31.1% | +50.5% | +18.9% |
| 1Y | +24.1% | -19.2% | +43.2% | +23.7% |
| 3Y | +36.2% | +151.5% | -115.4% | +34.5% |
| All | +50.0% | +188.6% | -138.6% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling