+36.5%
LMT vs GH
+367.9%
-331.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.1% |
| 7D | -0.5% | -1.2% | +0.7% | -0.5% |
| 30D | -10.8% | -3.7% | -7.1% | -10.8% |
| 3M | +1.6% | +21.7% | -20.1% | +1.4% |
| 6M | -17.6% | +75.7% | -93.3% | -17.8% |
| YTD | +11.6% | +55.7% | -44.1% | +11.3% |
| 1Y | +17.2% | +181.1% | -163.9% | +17.3% |
| All | +36.5% | +367.9% | -331.4% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 3y: compounded portfolio wealth divided by compounded GH 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…
3y analysis · Full analysis span regression · 6 months rolling