+11,275.8%
LMT vs GPC
+2,341.8%
+8,934.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.8% |
| 7D | -6.3% | +1.2% | -7.5% | -6.6% |
| 30D | -8.5% | +6.0% | -14.5% | -10.3% |
| 3M | +1.8% | +42.6% | -40.8% | -9.6% |
| 6M | -19.9% | +22.8% | -42.7% | -25.7% |
| YTD | +10.6% | +15.5% | -4.9% | +4.0% |
| 1Y | +17.9% | +2.0% | +15.9% | +15.2% |
| 3Y | +27.0% | -1.4% | +28.4% | +21.6% |
| 5Y | +68.7% | +30.6% | +38.1% | +43.6% |
| 10Y | +181.1% | +80.6% | +100.5% | +103.7% |
| All | +11,275.8% | +2,341.8% | +8,934.0% | +3,446.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling