+35.0%
LMT vs GIS
-37.5%
+72.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.2% | -6.4% | +6.2% | +0.9% |
| 30D | -13.1% | -6.1% | -7.0% | -12.2% |
| 3M | -3.9% | +7.8% | -11.7% | -6.0% |
| 6M | -18.3% | -8.8% | -9.5% | -17.1% |
| YTD | +10.3% | -19.1% | +29.5% | +14.4% |
| 1Y | +14.2% | -24.8% | +39.0% | +20.5% |
| 3Y | +35.0% | -37.6% | +72.5% | +51.6% |
| All | +35.0% | -37.5% | +72.4% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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