+75.2%
LMT vs GIS
-25.0%
+100.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.8% |
| 7D | -0.5% | -8.4% | +7.9% | +1.4% |
| 30D | -10.8% | -5.2% | -5.6% | -9.8% |
| 3M | +1.6% | +8.2% | -6.6% | -1.0% |
| 6M | -17.6% | -12.0% | -5.5% | -15.4% |
| YTD | +11.6% | -18.9% | +30.5% | +16.6% |
| 1Y | +17.2% | -23.6% | +40.9% | +24.3% |
| 3Y | +35.7% | -37.6% | +73.3% | +51.9% |
| 5Y | +75.2% | -25.2% | +100.4% | +85.4% |
| All | +75.2% | -25.0% | +100.2% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling