+16.7%
LMT vs GLXY
+12.0%
+4.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | -6.3% | +13.4% | -19.7% | -6.3% |
| 30D | -8.5% | +38.1% | -46.6% | -8.6% |
| 3M | +1.8% | -7.3% | +9.1% | +1.9% |
| 6M | -19.9% | +8.2% | -28.1% | -19.9% |
| YTD | +10.6% | +17.8% | -7.2% | +10.3% |
| 1Y | +17.9% | +14.9% | +3.0% | +19.4% |
| All | +16.7% | +12.0% | +4.7% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling