+35.1%
LMT vs GTLB
-12.2%
+47.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -2.2% |
| 7D | -1.3% | -6.6% | +5.2% | -1.5% |
| 30D | -12.5% | +13.7% | -26.3% | -12.3% |
| 3M | -0.5% | +52.9% | -53.4% | +0.4% |
| 6M | -20.0% | +88.5% | -108.5% | -19.1% |
| YTD | +10.4% | +23.4% | -13.1% | +10.8% |
| 1Y | +17.7% | -3.8% | +21.5% | +17.6% |
| All | +35.1% | -12.2% | +47.2% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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