+185.8%
LMT vs GPN
+28.5%
+157.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.2% | -4.3% | +4.1% | +0.7% |
| 30D | -13.1% | 0.0% | -13.1% | -13.2% |
| 3M | -3.9% | +35.8% | -39.7% | -10.2% |
| 6M | -18.3% | +22.0% | -40.3% | -22.3% |
| YTD | +10.3% | +15.2% | -4.9% | +5.6% |
| 1Y | +14.2% | +3.5% | +10.7% | +11.6% |
| 3Y | +35.0% | -26.9% | +61.9% | +39.5% |
| 5Y | +73.2% | -44.2% | +117.5% | +88.4% |
| All | +185.8% | +28.5% | +157.3% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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