+89.9%
LMT vs GH
+480.1%
-390.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.3% | +2.1% |
| 7D | -1.5% | -2.1% | +0.6% | -1.5% |
| 30D | -8.2% | -4.5% | -3.8% | -8.2% |
| 3M | +3.7% | +28.9% | -25.2% | +2.9% |
| 6M | -19.2% | +76.5% | -95.7% | -20.6% |
| YTD | +12.9% | +57.6% | -44.7% | +11.2% |
| 1Y | +19.8% | +167.5% | -147.7% | +16.3% |
| 3Y | +37.3% | +377.4% | -340.1% | +29.9% |
| 5Y | +74.4% | +23.8% | +50.6% | +73.8% |
| All | +89.9% | +480.1% | -390.2% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling