+99.9%
LMT vs GH
+45.9%
+53.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.3% |
| 7D | +5.1% | +0.6% | +4.6% | +5.1% |
| 30D | +14.1% | -6.9% | +21.1% | +14.1% |
| 3M | +0.3% | -4.9% | +5.2% | +0.3% |
| 6M | +16.1% | +54.1% | -38.0% | +16.3% |
| YTD | +25.5% | +48.5% | -23.1% | +25.7% |
| 1Y | +34.1% | +61.2% | -27.0% | +34.5% |
| 3Y | +45.1% | +570.3% | -525.3% | +48.1% |
| All | +99.9% | +45.9% | +53.9% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling