-20.0%
LMT vs GPN
+17.4%
-37.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -2.0% |
| 7D | -1.3% | -6.2% | +4.9% | -0.9% |
| 30D | -12.5% | +1.0% | -13.5% | -12.8% |
| 3M | -0.5% | +36.9% | -37.4% | -4.5% |
| 6M | -20.0% | +16.8% | -36.8% | -23.3% |
| All | -20.0% | +17.4% | -37.5% | -23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling