+2,970.2%
LMT vs GPN
+2,494.6%
+475.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.7% |
| 7D | -0.5% | -3.5% | +3.0% | +0.2% |
| 30D | -10.8% | +3.1% | -13.9% | -11.5% |
| 3M | +1.6% | +42.3% | -40.7% | -6.1% |
| 6M | -17.6% | +20.9% | -38.4% | -21.5% |
| YTD | +11.6% | +15.2% | -3.6% | +6.7% |
| 1Y | +17.2% | +5.4% | +11.8% | +13.8% |
| 3Y | +35.7% | -27.4% | +63.1% | +39.3% |
| 5Y | +75.2% | -44.2% | +119.4% | +85.3% |
| 10Y | +190.1% | +27.4% | +162.7% | +150.4% |
| All | +2,970.2% | +2,494.6% | +475.5% | +1,298.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling