+13,111.6%
LMT vs GPC
+2,088.4%
+11,023.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | +2.5% | -2.1% | +4.6% | +3.2% |
| 30D | +19.2% | -4.5% | +23.7% | +20.8% |
| 3M | +2.7% | -7.7% | +10.4% | +5.0% |
| 6M | +20.6% | +24.3% | -3.7% | +11.5% |
| YTD | +28.4% | +3.5% | +24.9% | +24.8% |
| 1Y | +36.9% | +0.7% | +36.2% | +34.1% |
| 3Y | +48.5% | 0.0% | +48.6% | +41.5% |
| 5Y | +107.6% | +5.8% | +101.8% | +89.7% |
| 10Y | +206.5% | +75.8% | +130.7% | +123.3% |
| All | +13,111.6% | +2,088.4% | +11,023.3% | +4,156.8% |
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