-17.6%
LMT vs GNRC
-12.6%
-5.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +0.9% |
| 7D | -0.5% | -0.7% | +0.2% | -0.6% |
| 30D | -10.8% | -15.8% | +5.1% | -11.8% |
| 3M | +1.6% | -24.0% | +25.6% | -1.6% |
| 6M | -17.6% | -13.8% | -3.8% | -20.1% |
| All | -17.6% | -12.6% | -5.0% | -20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling