+16.5%
LMT vs GLXY
+7.0%
+9.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.0% | +4.8% | -2.2% |
| 7D | -1.3% | +4.5% | -5.9% | -1.3% |
| 30D | -12.5% | +28.8% | -41.4% | -12.6% |
| 3M | -0.5% | -23.0% | +22.6% | -0.3% |
| 6M | -20.0% | +17.0% | -37.0% | -20.1% |
| YTD | +10.4% | +12.5% | -2.1% | +10.2% |
| 1Y | +17.7% | -5.4% | +23.1% | +18.1% |
| All | +16.5% | +7.0% | +9.5% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling