+187.0%
LMT vs GPC
+83.6%
+103.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | -12.5% | +1.3% | -13.8% | -12.9% |
| 3M | -0.5% | +37.1% | -37.6% | -9.3% |
| 6M | -20.0% | +23.2% | -43.2% | -25.1% |
| YTD | +10.4% | +13.1% | -2.7% | +5.2% |
| 1Y | +17.7% | +0.9% | +16.8% | +15.7% |
| 3Y | +34.3% | -0.8% | +35.1% | +29.2% |
| 5Y | +71.8% | +31.1% | +40.7% | +46.7% |
| 10Y | +187.0% | +87.4% | +99.6% | +104.0% |
| All | +187.0% | +83.6% | +103.4% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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