+35.0%
LMT vs GPN
-27.6%
+62.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.2% | -4.6% | +4.4% | +0.1% |
| 30D | -13.1% | -0.3% | -12.8% | -13.1% |
| 3M | -3.9% | +35.4% | -39.3% | -5.9% |
| 6M | -18.3% | +21.7% | -39.9% | -19.6% |
| YTD | +10.3% | +14.9% | -4.5% | +8.9% |
| 1Y | +14.2% | +3.2% | +11.0% | +13.6% |
| 3Y | +35.0% | -27.1% | +62.1% | +37.0% |
| All | +35.0% | -27.6% | +62.6% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling