+73.0%
LMT vs GNRC
-58.7%
+131.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.2% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -13.1% | -15.7% | +2.7% | -12.6% |
| 3M | -3.9% | -27.3% | +23.5% | -3.1% |
| 6M | -18.3% | -12.1% | -6.2% | -18.4% |
| YTD | +10.3% | +37.1% | -26.8% | +8.0% |
| 1Y | +14.2% | -0.5% | +14.7% | +13.0% |
| 3Y | +35.0% | +61.5% | -26.5% | +30.2% |
| All | +73.0% | -58.7% | +131.7% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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