+11,511.2%
LMT vs GIS
+1,482.6%
+10,028.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.6% | +2.5% |
| 7D | -1.5% | -8.3% | +6.7% | +0.8% |
| 30D | -8.2% | +2.2% | -10.4% | -8.9% |
| 3M | +3.7% | +15.7% | -12.0% | -1.0% |
| 6M | -19.2% | -12.0% | -7.2% | -16.8% |
| YTD | +12.9% | -15.0% | +27.8% | +16.9% |
| 1Y | +19.8% | -20.1% | +39.9% | +26.1% |
| 3Y | +37.3% | -34.6% | +71.9% | +51.7% |
| 5Y | +74.4% | -22.8% | +97.2% | +82.4% |
| 10Y | +188.9% | -18.5% | +207.4% | +190.8% |
| All | +11,511.2% | +1,482.6% | +10,028.6% | +5,747.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling