+74.4%
LMT vs GPC
+29.0%
+45.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +2.5% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -8.2% | -0.4% | -7.9% | -8.2% |
| 3M | +3.7% | +39.2% | -35.5% | -1.7% |
| 6M | -19.2% | +18.2% | -37.4% | -21.6% |
| YTD | +12.9% | +12.1% | +0.8% | +9.8% |
| 1Y | +19.8% | -0.7% | +20.5% | +18.6% |
| 3Y | +37.3% | -1.7% | +38.9% | +34.7% |
| 5Y | +74.4% | +29.3% | +45.1% | +67.6% |
| All | +74.4% | +29.0% | +45.3% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling